A representation for a process governed by a system of stochastic equations of filtration type

DOI10.1080/17442508108833166zbMath0452.60074OpenAlexW2043092631MaRDI QIDQ3899269

O. A. Glonti

Publication date: 1981

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508108833166

zbMATH Keywords

conditional Gaussian processesoptimal filtering estimates

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integral equations (60H20)

Cites Work

• Quelques applications de la formule de changement de variables pour les semimartingales

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