scientific article; zbMATH DE number 3943689

MaRDI QIDQ3715003zbMATH OpenFDO

Authors A. G. Nakonechnyj, V. A. Navrodskii

Publication date 1985

zbMATH Keywords

filteringminimax estimatornonlinear stochastic differential equation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes and prediction (62M20) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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(6)

• Asymptotic minimax estimation in nonlinear stochastic differential equations from discrete observations
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• On stochastic equation describing the one-sided moving average process and minimax estimation problem
• An anticipative stochastic minimum principle under enlarged filtrations

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