Conditionally optimal interpolation of random processes defined by stochastic differential equations

MaRDI QIDQ1595693zbMATH OpenFDO

Authors I. N. Sinitsyn, M. Oh, V. I. Shin

Publication date 13 February 2001

Published in Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic processesnonlinear stochastic differential equationsoptimal interpolation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20)

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