On a method for an effective calculation of optimal estimates in problems of filtration of random processes for certain nonlinear evolution differential equations in Hilbert space. Part II

DOI10.1515/ROSE-2012-0004zbMath1277.60072OpenAlexW1979437142MaRDI QIDQ4923233

A. D. Shatashvili, A. A. Fomin-Shatashvili

Publication date: 6 June 2013

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2012-0004

zbMATH Keywords

filtration Hilbert space nonlinear stochastic differential equations optimal estimates

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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