Coincidence of the $\sigma$-Algebras in a Scheme of Partially Observable Diffusion Processes

DOI10.1137/1132078zbMATH Open0648.60046OpenAlexW2062280841MaRDI QIDQ3793439

T. A. Torondzhadze

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1137/1132078

zbMATH Keywords

innovation process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60)

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