Filtration of singularly perturbed diffusion processes by discretely continuous observations

zbMath0825.93962MaRDI QIDQ1342587

N. E. Navarova, Yuri V. Orlov

Publication date: 19 February 1995

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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