Solution of the singular backward interpolation problem for diffusion processes

zbMath0691.93062MaRDI QIDQ583173

P. I. Kitsul

Publication date: 1989

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

interpolation estimatepartially observable diffusion process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Diffusion processes (60J60)

Related Items (1)

Backward representation for nonstationary Markov processes with finite state space

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