Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process

DOI10.1007/BF02528825zbMath0912.35095MaRDI QIDQ3365152

M. B. Ptashnik, S. P. Lavrenyuk

Publication date: 1998

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

existence and uniquenesstube domain

Mathematics Subject Classification ID

Variational inequalities (49J40) Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85) Ultraparabolic equations, pseudoparabolic equations, etc. (35K70)

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