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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 4, Pages 856–861 (Mi tvp3206)  
Short Communications

On a representation of the optimal filtering estimate for Markov processes, governed by stochastic integro-differential equations with partial derivatives

O. A. Glonti

Tbilisi
Full-text PDF (333 kB)
Abstract: In the paper a representation (3) of the optimal filtering estimate $m(x,t)$ for partially observable Markov processes is obtained. This representation allows to find $m(x,t)$ without considering of stochastic equations in Ito's sence.
Received: 20.04.1977
English version:
Theory of Probability and its Applications, 1979, Volume 23, Issue 4, Pages 824–829
DOI: https://doi.org/10.1137/1123102
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: O. A. Glonti, “On a representation of the optimal filtering estimate for Markov processes, governed by stochastic integro-differential equations with partial derivatives”, Teor. Veroyatnost. i Primenen., 23:4 (1978), 856–861; Theory Probab. Appl., 23:4 (1979), 824–829
Citation in format AMSBIB
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\by O.~A.~Glonti
\paper On a~representation of the optimal filtering estimate for Markov processes, governed by stochastic integro-differential equations with partial derivatives
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 4
\pages 856--861
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=516286}
\zmath{https://zbmath.org/?q=an:0404.60050}
\transl
\jour Theory Probab. Appl.
\yr 1979
\vol 23
\issue 4
\pages 824--829
\crossref{https://doi.org/10.1137/1123102}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1978JA77700018}
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