Yau, Stephen S.-T.; Hu, Guo-Qing Finite-dimensional filters with nonlinear drift. X: Explicit solution of DMZ equation. (English) Zbl 1056.93636 IEEE Trans. Autom. Control 46, No. 1, 142-148 (2001). Cited in 2 Documents MSC: 93E11 Filtering in stochastic control theory 60G35 Signal detection and filtering (aspects of stochastic processes) 65C30 Numerical solutions to stochastic differential and integral equations PDF BibTeX XML Cite \textit{S. S. T. Yau} and \textit{G.-Q. Hu}, IEEE Trans. Autom. Control 46, No. 1, 142--148 (2001; Zbl 1056.93636) Full Text: DOI