Bilateral prediction

DOI10.1109/18.32176zbMATH Open0705.60037OpenAlexW2977439554MaRDI QIDQ3485681

Robert J. Elliott

Publication date: 1989

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.32176

zbMATH Keywords

stochastic differential equationpredictingdecomposition of diffusions with respect to enlarged filtrations

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (1)

Partial Padé prediction

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