scientific article; zbMATH DE number 4054727

MaRDI QIDQ3790404zbMATH OpenFDO

Authors A. V. Solodov, A. A. Solodov

Publication date 1988

zbMATH Keywords

doubly stochastic Poisson processdynamical systems with a random structureengineering level of strictnessfiltrationsIto stochastic differential equation

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Central limit and other weak theorems (60F05) Gaussian processes (60G15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic processes (60G99) Continuous-time Markov processes on general state spaces (60J25) Renewal theory (60K05) Inference from stochastic processes (62M99)

Cited in

(3)

• Continuous finite-dimensional locally optimal filtering of jump diffusions
• Dynamical systems defined on point processes
• Necessary conditions for optimality of stochastic systems with uncontrollable flow of failures and constraints of the equality and inequality type

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