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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 2, Pages 399–407 (Mi tvp1186)  
This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

On linearization of stochastic differential equations of optimal non-linear filtering

L. G. Vetrov

Moscow
Full-text PDF (485 kB) Citations (1)
Abstract: Some questions related to the general equations of optimal non-linear filtering may be answered by reducing this equations to the linearized ones. We obtain such linearized equations for the case when the observed process is a semimartingale.
Received: 25.10.1979
English version:
Theory of Probability and its Applications, 1981, Volume 25, Issue 2, Pages 393–401
DOI: https://doi.org/10.1137/1125051
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: L. G. Vetrov, “On linearization of stochastic differential equations of optimal non-linear filtering”, Teor. Veroyatnost. i Primenen., 25:2 (1980), 399–407; Theory Probab. Appl., 25:2 (1981), 393–401
Citation in format AMSBIB
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\by L.~G.~Vetrov
\paper On linearization of stochastic differential equations of optimal
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\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 2
\pages 399--407
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\zmath{https://zbmath.org/?q=an:0456.60043|0437.60033}
\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 25
\issue 2
\pages 393--401
\crossref{https://doi.org/10.1137/1125051}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980LU72000019}
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  • https://www.mathnet.ru/eng/tvp/v25/i2/p399
    • 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
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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