Solution of the singular backward interpolation problem for diffusion processes

MaRDI QIDQ583173zbMATH OpenFDO

Authors P. I. Kitsul

Publication date 1989

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

zbMATH Keywords

interpolation estimatepartially observable diffusion process

Mathematics Subject Classification ID

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

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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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