scientific article; zbMATH DE number 4016158

MaRDI QIDQ3028308zbMATH OpenFDO

Authors M. V. Aref'Eva

Publication date 1985

zbMATH Keywords

Bayes strategychoice of optimal decision rulesconvolution typefiltrationHilbert stochastic processesregularization method

Mathematics Subject Classification ID

Stochastic integral equations (60H20) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for integral equations (65R20)

Recommendations

• On the stochastic differential equations of filtering theory
• On the stochastic differential equations of filtering theory
• scientific article; zbMATH DE number 4162790
• scientific article; zbMATH DE number 4042965
• Bayes estimation for some stochastic partial differential equations
• The approximation of stochastic partial differential equations and applications in nonlinear filtering
• scientific article; zbMATH DE number 3844759
• Applications of the balanced method to stochastic differential equations in filtering

Cited in

(4)

• Solutions to a filtering problem and convolution equations
• On a suboptimal filtration method for solving convolution-type integral equations of the first kind
• On one convolution equation in the theory of filtration of random processes
• Applications of the balanced method to stochastic differential equations in filtering

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3028308)