scientific article; zbMATH DE number 2169709

MaRDI QIDQ4677158zbMATH OpenFDO

Authors Volodymyr Yasinsky, Taras O. Lukashiv

Publication date 20 May 2005

zbMATH Keywords

functional differential equationKalman-Bucy filterPoisson switchingsstochastic processes

Mathematics Subject Classification ID

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

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Cited in

(1)

• Optimal linear filtering for systems of stochastic differential equations with Poisson perturbations

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