The most likely path of a differential inclusion

DOI10.1016/0022-0396(90)90113-4zbMath0736.34013WikidataQ59264223 ScholiaQ59264223MaRDI QIDQ1813342

Alberto Bressan

Publication date: 25 June 1992

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0396(90)90113-4

zbMATH Keywords

prediction; differential inclusions; estimation; filtering; likelihood of solutions; measure of non- compactness

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G35: Signal detection and filtering (aspects of stochastic processes)

34A60: Ordinary differential inclusions

34F05: Ordinary differential equations and systems with randomness

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