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Some interpolation procedures for a partially observed Markov process (Q1190027)

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scientific article; zbMATH DE number 56593
Language Label Description Also known as
English
Some interpolation procedures for a partially observed Markov process
scientific article; zbMATH DE number 56593

    Statements

    title
    Some interpolation procedures for a partially observed Markov process (English)
    0 references
    author
    B. V. Lazareva
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    publication date
    26 September 1992
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    review text
    See the review in Zbl 0757.62043.
    0 references
    zbMATH Keywords
    partly observed process
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    two states
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    stationary initial law
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    standard Wiener process
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    interpolation problem
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    optimal estimate
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    optimal interpolation
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    stochastic differential equations
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    60J27
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    60J65
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    zbMATH DE Number
    56593
    0 references
     
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