On the filtration problem of diffusion processes

MaRDI QIDQ2899322zbMATH OpenFDO

Authors F. S. Asadullin, F. S. Nasirov

Publication date 30 July 2012

Published in Ufimskiĭ Matematicheskiĭ Zhurnal (Search for Journal in Brave)

zbMATH Keywords

diffusion processesfiltration densityoptimal filtration problemstochastic differential equations

Mathematics Subject Classification ID

Generalized stochastic processes (60G20)

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• On a method for an effective calculation of optimal estimates in problems of a filtration of random processes for certain nonlinear evolution differential equations in a Hilbert space. Part 1
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