On the filtration problem of diffusion processes

zbMATH Open1249.60077MaRDI QIDQ2899322FDOQ2899322

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

Publication date: 30 July 2012

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

Recommendations

• On an Optimal Filtration Problem for One-Dimensional Diffusion Processes
• scientific article; zbMATH DE number 4061121
• Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part I
• A nonlinear filtering problem and its applications
• A 1-dimensional nonlinear filtering problem

zbMATH Keywords

stochastic differential equationsdiffusion processesfiltration densityoptimal filtration problem

Mathematics Subject Classification ID

Generalized stochastic processes (60G20)

Cited In (23)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part I
• Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
• Solution of the singular backward interpolation problem for diffusion processes
• Enlargement of Filtration in Discrete Time
• Construction of the innovation process in a filtering problem of partially observable diffusion type
• Title not available (Why is that?)
• Non–linear filtering of diffusion processes with discontinuous observations
• Title not available (Why is that?)
• Intertwinned diffusions by examples
• Title not available (Why is that?)
• Title not available (Why is that?)
• Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
• On an Optimal Filtration Problem for One-Dimensional Diffusion Processes
• Nonlinear filtering of reflecting diffusion processes
• Filtration of components of processes of random evolution
• Title not available (Why is that?)
• Filtering of absorbing and reflecting Brownian motions
• 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
• Title not available (Why is that?)
• On the solution of problems of filtration with a limit gradient
• On the joint nonlinear filtering-smoothing of diffusion processes

This page was built for publication: On the filtration problem of diffusion processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2899322)