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Mathematics of the USSR-Izvestiya, 1969, Volume 3, Issue 4, Pages 853–865
DOI: https://doi.org/10.1070/IM1969v003n04ABEH000806
(Mi im2185)
 

This article is cited in 1 scientific paper (total in 1 paper)

Interpolation and filtering of a jump-like component of a Markov process

R. Sh. Liptser, A. N. Shiryaev
References:
Abstract: Stochastic differential equations are introduced for a posteriori probabilities in problems of estimating a Markov process with a denumerable set of states on the basis of a process which admits the stochastic differential (1).
Received: 05.11.1967
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: English
Original paper language: Russian
Citation: R. Sh. Liptser, A. N. Shiryaev, “Interpolation and filtering of a jump-like component of a Markov process”, Math. USSR-Izv., 3:4 (1969), 853–865
Citation in format AMSBIB
\Bibitem{LipShi69}
\by R.~Sh.~Liptser, A.~N.~Shiryaev
\paper Interpolation and filtering of a~jump-like component of a~Markov process
\jour Math. USSR-Izv.
\yr 1969
\vol 3
\issue 4
\pages 853--865
\mathnet{http://mi.mathnet.ru//eng/im2185}
\crossref{https://doi.org/10.1070/IM1969v003n04ABEH000806}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=251812}
\zmath{https://zbmath.org/?q=an:0204.50902}
Linking options:
  • https://www.mathnet.ru/eng/im2185
  • https://doi.org/10.1070/IM1969v003n04ABEH000806
  • https://www.mathnet.ru/eng/im/v33/i4/p901
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Известия Академии наук СССР. Серия математическая Izvestiya: Mathematics
     
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