Recognition of processes governed by stochastic differential equations.

zbMath1050.60512MaRDI QIDQ1593907

I. N. Sinitsyn, Vladimir Shin

Publication date: 28 January 2001

Published in: Doklady Mathematics (Search for Journal in Brave)

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)

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