On the Existence of an Innovation Process for a Component of a Diffusion-Type Process

DOI10.1137/1130005zbMath0583.60036OpenAlexW1972939205WikidataQ110649515 ScholiaQ110649515MaRDI QIDQ3706249

R. Chitashvili

Publication date: 1986

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1130005

zbMATH Keywords

component of a diffusion type processexistence of the innovation process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60)

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