Estimation of the solutions of linear stochastic integral equations (Q1825848)
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| Language | Label | Description | Also known as |
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| English | Estimation of the solutions of linear stochastic integral equations |
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Estimation of the solutions of linear stochastic integral equations (English)
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1987
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The paper treats the problem of optimal filtering for a linear stochastic Volterra equation with delayed observations. Considering the dual problem a Fredholm equation must be solved which is achieved by the method of successive approximations.
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optimal filtering
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linear stochastic Volterra equation
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delayed observations
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