. . . . . . . . . . "Kushner equation"@en . . . . . "4355"^^ . . "However, the correct equation in terms of It\u014D calculus was first derived by Kushner although a more heuristic Stratonovich version of it appeared already in Stratonovich's works in late fifties. However, the derivation in terms of It\u014D calculus is due to Richard Bucy."@en . . . . "It's unclear who derived what and how."@en . . . . . . "22502901"^^ . . "September 2020"@en . . "In filtering theory the Kushner equation (after Harold Kushner) is an equation for the conditional probability density of the state of a stochastic non-linear dynamical system, given noisy measurements of the state. It therefore provides the solution of the nonlinear filtering problem in estimation theory. The equation is sometimes referred to as the Stratonovich\u2013Kushner (or Kushner\u2013Stratonovich) equation. However, the correct equation in terms of It\u014D calculus was first derived by Kushner although a more heuristic Stratonovich version of it appeared already in Stratonovich's works in late fifties. However, the derivation in terms of It\u014D calculus is due to Richard Bucy."@en . . . . "977767619"^^ . . . . . . "In filtering theory the Kushner equation (after Harold Kushner) is an equation for the conditional probability density of the state of a stochastic non-linear dynamical system, given noisy measurements of the state. It therefore provides the solution of the nonlinear filtering problem in estimation theory. The equation is sometimes referred to as the Stratonovich\u2013Kushner (or Kushner\u2013Stratonovich) equation. However, the correct equation in terms of It\u014D calculus was first derived by Kushner although a more heuristic Stratonovich version of it appeared already in Stratonovich's works in late fifties. However, the derivation in terms of It\u014D calculus is due to Richard Bucy."@en . . .