Filtration of components of processes of random evolution

DOI10.1007/BF02514210MaRDI QIDQ4705227zbMATH OpenFDO

Authors Anatoliy Swishchuk, O. E. Lukin

Publication date 19 December 1999

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02514210

zbMATH Keywords

Markov processoptimal filteringpartially observed processstochastic differential equations

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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(6)

• Filtering of processes with independent increments
• Joint filtering of components of random sequences
• scientific article; zbMATH DE number 721890 (Why is no real title available?)
• Pseudoparabolic variational inequalities without initial conditions
• scientific article; zbMATH DE number 1409902 (Why is no real title available?)
• Filters, mollifiers and the computation of the Gibbs phenomenon

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