Estimation of the solutions of linear stochastic integral equations (Q1825848)
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scientific article; zbMATH DE number 4121902
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| English | Estimation of the solutions of linear stochastic integral equations |
scientific article; zbMATH DE number 4121902 |
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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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0.8412782549858093
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0.8103357553482056
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0.8039005994796753
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0.7996746897697449
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