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Some interpolation procedures for a partially observed Markov process - MaRDI portal

Some interpolation procedures for a partially observed Markov process

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Publication:1190027

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zbMath0782.62080MaRDI QIDQ1190027

B. V. Lazareva

Publication date: 26 September 1992

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equations interpolation problem optimal interpolation optimal estimate standard Wiener process two states partly observed process stationary initial law

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65) Continuous-time Markov processes on discrete state spaces (60J27)

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