On some procedures of interpolation of a partially Markov process (Q3362306)
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scientific article; zbMATH DE number 4216918
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| English | On some procedures of interpolation of a partially Markov process |
scientific article; zbMATH DE number 4216918 |
Statements
1991
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partly observed process
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two states
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stationary initial law
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standard Wiener process
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interpolation problem
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optimal estimate
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optimal interpolation
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stochastic differential equations
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0.9190548658370972
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0.805831253528595
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