scientific article
From MaRDI portal
Publication:4043865
zbMath0292.60060MaRDI QIDQ4043865
Albert N. Shiryaev, Robert Sh. Liptser
Publication date: 1972
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (8)
Extending the theory of Liptser-Shiryaev filters ⋮ Linear square optimal control problem for stochastic difference equations with unknown parameters ⋮ Construction of mixed strategies on the basis of stochastic programs ⋮ Optimal control of Volterra type stochastic difference equations ⋮ A new method of solving the optimal control problem for a partially observable stochastic Volterra process ⋮ Kalman filter for controlled hybrid systems ⋮ Estimation of the solutions of linear stochastic integral equations ⋮ Spectral asymptotics of some functionals arising in statistical inference for SPDEs
This page was built for publication: