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zbMath0757.62043MaRDI QIDQ3362306

B. V. Lazareva

Publication date: 1991

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equations interpolation problem optimal interpolation optimal estimate standard Wiener process two states partly observed process stationary initial law

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65) Continuous-time Markov processes on discrete state spaces (60J27)

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