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zbMath0477.60058MaRDI QIDQ3935236

V. S. Pugachev

Publication date: 1981

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

zbMATH Keywords

prediction characteristic functions

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Characteristic functions; other transforms (60E10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

Related Items (1)

Conditionally optimal estimation in stochastic differential systems

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