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Teoriya Veroyatnostei i ee Primeneniya, 1972, Volume 17, Issue 2, Pages 228–237 (Mi tvp2523)  
This article is cited in 3 scientific papers (total in 3 papers)

On infinite order systems of stochastic differential equations arising in the theory of optimal non-linear filtering

B. L. Rozovskii, A. N. Shiryaev

Moscow
Full-text PDF (451 kB) Citations (3)
Abstract: In the paper, conditions are given for the system of stochastic differential equations (6) arising in the theory of optimal non-linear filtering to have the unique solution.
Received: 01.03.1971
English version:
Theory of Probability and its Applications, 1973, Volume 17, Issue 2, Pages 218–226
DOI: https://doi.org/10.1137/1117027
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: B. L. Rozovskii, A. N. Shiryaev, “On infinite order systems of stochastic differential equations arising in the theory of optimal non-linear filtering”, Teor. Veroyatnost. i Primenen., 17:2 (1972), 228–237; Theory Probab. Appl., 17:2 (1973), 218–226
Citation in format AMSBIB
\Bibitem{RozShi72}
\by B.~L.~Rozovskii, A.~N.~Shiryaev
\paper On infinite order systems of stochastic differential equations arising in the theory of optimal non-linear filtering
\jour Teor. Veroyatnost. i Primenen.
\yr 1972
\vol 17
\issue 2
\pages 228--237
\mathnet{http://mi.mathnet.ru/tvp2523}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=410902}
\zmath{https://zbmath.org/?q=an:0277.60046}
\transl
\jour Theory Probab. Appl.
\yr 1973
\vol 17
\issue 2
\pages 218--226
\crossref{https://doi.org/10.1137/1117027}
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  • https://www.mathnet.ru/eng/tvp/v17/i2/p228
    • This publication is cited in the following 3 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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