Publication:3577401

zbMath1214.60027MaRDI QIDQ3577401

Rahman Farnoosh, Ramazan Rezaeyan

Publication date: 22 July 2010

Full work available at URL: http://www.m-hikari.com/ams/ams-2010/ams-21-24-2010/index.html

zbMATH Keywords

Itô's formula; Ornstein-Uhlenbeck; Kalman-Bucy; RC circuit

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G35: Signal detection and filtering (aspects of stochastic processes)

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)