Recursive Estimation in Diffusion Model
- 1 September 1981
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 19 (5) , 676-685
- https://doi.org/10.1137/0319043
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
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- Nonparametric Identification for Diffusion ProcessesSIAM Journal on Control and Optimization, 1978
- SEQUENTIAL ESTIMATION OF A CONTINUOUS PROBABILITY DENSITY FUNCTION AND MODEBulletin of Mathematical Statistics, 1971
- Markov Processes. Structure and Asymptotic BehaviorPublished by Springer Nature ,1971
- The oscillation of stochastic integralsProbability Theory and Related Fields, 1965
- New Results in Linear Filtering and Prediction TheoryJournal of Basic Engineering, 1961