Moment Estimates of the Solution of a System of Stochastic Differential Equations

DOI10.1137/1121069zbMATH Open0359.60077OpenAlexW2056744611MaRDI QIDQ4131402FDOQ4131402

V. A. Lebedev

Publication date: 1976

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1121069

Mathematics Subject Classification ID

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

Cited In (1)

• Conditional minimax filtering of processes in nonlinear stochastic systems

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