Finite Dimensional Filters with Nonlinear Drift, XI Explicit Solution of the Generalized Kolmogorov Equation in Brockett–Mitter Program

Author： Yau S-T. Yau S.S.T.

Publisher： Academic Press

ISSN： 0001-8708

Source： Advances in Mathematics, Vol.140, Iss.2, 1998-12, pp. : 156-189

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