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Filtering via Markov chains approximation

Chapter
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 65)

Keywords

Markov Chain Markov Process Stochastic Differential Equation Conditional Probability Density Standard Wiener Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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3.9 References

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  20. 3.20
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  21. 3.21
    G.B. Di Masi and W.J. Runggaldier, Non-linear filtering with discontinuous observations and applications to life sciences, Bulletin of Mathematical Biology, 45, pp 571–577, 1983.Google Scholar

Copyright information

© Springer-Verlag 1985

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