A 1-dimensional nonlinear filtering problem

被引：0
|
作者：
Guang Yu Li
Ke Wang
机构：
[1] Wenzhou Univercity,Department of Mathematics, Oujiang College
[2] Harbin Institute of Technology,Department of Mathematics
来源：
Acta Mathematica Sinica, English Series | 2010年 / 26卷
关键词：
Itô’s formula; filtering; stochastic differential equation; 60H05; 93E11;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We will concentrate on a 1-dimensional nonlinear filtering problem, which allows an explicit solution in terms of a stochastic differential equation for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \hat X_t $$\end{document}.
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页码：555 / 560
页数：5
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