Geodesic
Stochastic partial differential equations that arise in nonlinear filtering problems
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 27 (1972) no. 3 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{RM_1972_27_3_a20,
     author = {B. L. Rozovskii},
     title = {Stochastic partial differential equations that arise in nonlinear filtering problems},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     year = {1972},
     volume = {27},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/RM_1972_27_3_a20/}
}
TY  - JOUR
AU  - B. L. Rozovskii
TI  - Stochastic partial differential equations that arise in nonlinear filtering problems
JO  - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY  - 1972
VL  - 27
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/RM_1972_27_3_a20/
LA  - ru
ID  - RM_1972_27_3_a20
ER  - 
%0 Journal Article
%A B. L. Rozovskii
%T Stochastic partial differential equations that arise in nonlinear filtering problems
%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 1972
%V 27
%N 3
%U http://geodesic.mathdoc.fr/item/RM_1972_27_3_a20/
%G ru
%F RM_1972_27_3_a20
B. L. Rozovskii. Stochastic partial differential equations that arise in nonlinear filtering problems. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 27 (1972) no. 3. http://geodesic.mathdoc.fr/item/RM_1972_27_3_a20/

[1] R. Sh. Liptser, A. N. Shiryaev, “Nelineinaya filtratsiya diffuzionnykh protsessov”, Trudy MIAN, 104, 1968, 135–180 | Zbl

[2] A. V. Skorokhod, Issledovaniya po teorii sluchainykh protsessov, Izd-vo KGU, 1961

[3] B. Grigelionis, “Ob odnom kriterii markovosti dlya sluchainykh protsessov”, Lit. matem. sb., 2 (1970), 253–258 | MR