Kalman-Bucy filtering for stochastic Volterra models (Q4698726)
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scientific article; zbMATH DE number 754053
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kalman-Bucy filtering for stochastic Volterra models |
scientific article; zbMATH DE number 754053 |
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Kalman-Bucy filtering for stochastic Volterra models (English)
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11 December 1995
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Kalman-Bucy filter
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stochastic Volterra equations
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time-delay problems
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Riccati equation
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