scientific article; zbMATH DE number 6692864

MaRDI QIDQ2966690zbMATH OpenFDO

Authors K. A. Rybakov

Publication date 8 March 2017

Full work available at URL http://www.math.spbu.ru/diffjournal/EN/numbers/2015.1/article.1.2.html

zbMATH Keywords

branching processextrapolation algorithmsinhomogeneous Poisson flowsstochastic differential systems

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(2)

• Modified statistical algorithms for filtering and extrapolation in continuous-time stochastic systems
• Statistical prediction algorithms for nonlinear stochastic jump-diffusion systems

Describes a project that uses

Uses Software

• MersenneTwister

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