Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process (Q4231324)
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scientific article; zbMATH DE number 1260795
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process |
scientific article; zbMATH DE number 1260795 |
Statements
Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process (English)
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14 March 1999
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existence and uniqueness
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tube domain
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