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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 1, Pages 24–35 (Mi tvp2245)  
This article is cited in 1 scientific paper (total in 1 paper)

On a filtering, interpolation and extrapolation of semi-martingales

L. G. Vetrov

Moscow
Full-text PDF (705 kB) Citations (1)
Abstract: The problem of filtering of a semi-martingale is considered. The signal process is supposed to be a semi-martingale too. The integral representation of an estimate, optimal in the square mean sense, is obtained.
Received: 28.03.1979
English version:
Theory of Probability and its Applications, 1982, Volume 27, Issue 1, Pages 24–36
DOI: https://doi.org/10.1137/1127003
Bibliographic databases:
Language: Russian
Citation: L. G. Vetrov, “On a filtering, interpolation and extrapolation of semi-martingales”, Teor. Veroyatnost. i Primenen., 27:1 (1982), 24–35; Theory Probab. Appl., 27:1 (1982), 24–36
Citation in format AMSBIB
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\by L.~G.~Vetrov
\paper On a filtering, interpolation and extrapolation of semi-martingales
\jour Teor. Veroyatnost. i Primenen.
\yr 1982
\vol 27
\issue 1
\pages 24--35
\mathnet{http://mi.mathnet.ru/tvp2245}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=645125}
\zmath{https://zbmath.org/?q=an:0565.60039}
\transl
\jour Theory Probab. Appl.
\yr 1982
\vol 27
\issue 1
\pages 24--36
\crossref{https://doi.org/10.1137/1127003}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1983QB14800003}
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  • https://www.mathnet.ru/eng/tvp/v27/i1/p24
    • 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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