Solution of the singular backward interpolation problem for diffusion processes

zbMATH Open0691.93062MaRDI QIDQ583173FDOQ583173

Authors: P. I. Kitsul 

Publication date: 1989

Published in: Automation and Remote Control (Search for Journal in Brave)

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zbMATH Keywords

interpolation estimatepartially observable diffusion process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Diffusion processes (60J60)

Cited In (2)

• Backward representation for nonstationary Markov processes with finite state space
• Families of backward differentiation methods based on a new type of mixed interpolation

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