Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process (Q3365152)

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scientific article; zbMATH DE number 4218986
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    Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process
    scientific article; zbMATH DE number 4218986

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      Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process (English)
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      1998
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      existence and uniqueness
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      tube domain
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