scientific article; zbMATH DE number 3903703

MaRDI QIDQ3681683zbMATH OpenFDO

Authors R. Chitashvili

Publication date 1985

zbMATH Keywords

component of a diffusion type processexistence of the so-called innovation process

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Estimation and detection in stochastic control theory (93E10)

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Cited in

(1)

• Convergence of the calculation of the innovation process

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