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Doklady Akademii Nauk SSSR, 1989, Volume 305, Number 3, Pages 553–557 (Mi dan7194)  
CYBERNETICS AND THE REGULATION THEORY

Filtering of finite-dimensional and infinite-dimensional diffusion processes on the basis of discrete-continuous observations

Yu. V. Orlov

Institute of Control Sciences, Moscow
Full-text PDF (301 kB)
Presented: V. A. Trapeznikov
Received: 12.10.1987
Bibliographic databases:
Document Type: Article
UDC: 62-50:519.21
Language: Russian
Citation: Yu. V. Orlov, “Filtering of finite-dimensional and infinite-dimensional diffusion processes on the basis of discrete-continuous observations”, Dokl. Akad. Nauk SSSR, 305:3 (1989), 553–557; Dokl. Math., 34:3 (1989), 194–196
Citation in format AMSBIB
\Bibitem{Orl89}
\by Yu.~V.~Orlov
\paper Filtering of finite-dimensional and infinite-dimensional diffusion
processes on the basis of discrete-continuous observations
\jour Dokl. Akad. Nauk SSSR
\yr 1989
\vol 305
\issue 3
\pages 553--557
\mathnet{http://mi.mathnet.ru/dan7194}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=997173}
\zmath{https://zbmath.org/?q=an:0691.93061}
\transl
\jour Dokl. Math.
\yr 1989
\vol 34
\issue 3
\pages 194--196
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  • https://www.mathnet.ru/eng/dan/v305/i3/p553
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