scientific article; zbMATH DE number 3921643

MaRDI QIDQ3696236zbMATH OpenFDO

Authors B. Rozovskii

Publication date 1985

zbMATH Keywords

Cauchy problemfiltering problemgeneralized solutionItô equationKolmogorov forward equationparabolic equations

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11)

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