The geometry of the conditional density equation. (English) Zbl 0496.93049
Analysis and optimisation of stochastic systems, Proc. int. Conf., Oxford 1978, 299-309 (1980).
MSC:
| 93E10 | Estimation and detection in stochastic control theory |
| 22E47 | Representations of Lie and real algebraic groups: algebraic methods (Verma modules, etc.) |
| 93E11 | Filtering in stochastic control theory |
| 17B20 | Simple, semisimple, reductive (super)algebras |
| 60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |
| 47D07 | Markov semigroups and applications to diffusion processes |
