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Pseudoparabolic variational inequalities without initial conditions - MaRDI portal

Pseudoparabolic variational inequalities without initial conditions

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Publication:4705246

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DOI10.1007/BF02528833zbMath0942.60050MaRDI QIDQ4705246

A. L. Lapshin

Publication date: 19 December 1999

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

zbMATH Keywords

filtration stochastic differential equations Markov process optimal estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Ordinary differential equations and systems with randomness (34F05)

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