scientific article

zbMath0646.60057MaRDI QIDQ3790404

A. A. Solodov, A. V. Solodov

Publication date: 1988

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

zbMATH Keywords

filtrationsIto stochastic differential equationdoubly stochastic Poisson processdynamical systems with a random structureengineering level of strictness

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Inference from stochastic processes (62M99) Stochastic processes (60G99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

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Continuous finite-dimensional locally optimal filtering of jump diffusions ⋮ Necessary conditions for optimality of stochastic systems with uncontrollable flow of failures and constraints of the equality and inequality type

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