Filtration of components of processes of random evolution

DOI10.1007/BF02514210zbMATH Open0945.60076MaRDI QIDQ4705227

O. E. Lukin, Anatoliy Swishchuk

Publication date: 19 December 1999

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsMarkov processoptimal filteringpartially observed process

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (2)

Joint filtering of components of random sequences ⋮ Filters, mollifiers and the computation of the Gibbs phenomenon

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