Conditionally optimal interpolation of random processes defined by stochastic differential equations

zbMath0963.60041MaRDI QIDQ1595693

I. N. Sinitsyn, Myoungho Oh, Vladimir Shin

Publication date: 13 February 2001

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

zbMATH Keywords

stochastic processesoptimal interpolationnonlinear stochastic differential equations

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20)

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