Filtering for a signal given by a linear stochastic retarded differential equation

DOI10.1006/jmaa.1997.5454zbMath0883.60039OpenAlexW2082114029WikidataQ115395406 ScholiaQ115395406MaRDI QIDQ1364828

S. A. El Sanousi

Publication date: 16 March 1998

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1997.5454

zbMATH Keywords

stochastic differential equationfiltering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

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• Stochastic differential equations. An introduction with applications
• On a stopped Doob's inequality and general stochastic equations
• Random integral equations
• Theory of functional differential equations. 2nd ed
• States estimate of hereditary stochastic systems
• The Deferred Approach to the Limit for Eigenvalues of Integral Equations

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