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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
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
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
Linking options:
https://www.mathnet.ru/eng/im2185https://doi.org/10.1070/IM1969v003n04ABEH000806 https://www.mathnet.ru/eng/im/v33/i4/p901
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