Reduced stochastic equations of the nonlinear filtering of random processes

DOI10.1007/BF00970573zbMath0359.60033MaRDI QIDQ1238547

Bronius Grigelionis

Publication date: 1976

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (5)

On classical solutions of linear stochastic integro-differential equations ⋮ Model problem for integro-differential Zakai equation with discontinuous observation processes ⋮ On \(L_p\)-theory for stochastic parabolic integro-differential equations ⋮ On Hölder solutions of the integro-differential Zakai equation ⋮ On \(L_p\)-solvability of stochastic integro-differential equations

Cites Work

• The martingale theory of jump processes
• ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• On the optimal filtering of diffusion processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Reduced stochastic equations of the nonlinear filtering of random processes