Efficient solution of the interpolation problem on the basis of observations of jump processes

zbMath0543.62077MaRDI QIDQ796234

V. M. Khametov, Anatoliy I. Yashin

Publication date: 1983

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

filteringjump processesinterpolation problemforward equationsmultivariate point processbackward equationsconditionally-Gaussian case

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Non-Markovian processes: estimation (62M09) Filtering in stochastic control theory (93E11)

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