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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| English | 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 |
Statements
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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0.9002789855003357
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0.8734440207481384
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