On infinite order systems of stochastic differential equations arising in the theory of optimal non-linear filtering
Teoriâ veroâtnostej i ee primeneniâ, Tome 17 (1972) no. 2, pp. 228-237
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In the paper, conditions are given for the system of stochastic differential equations (6) arising in the theory of optimal non-linear filtering to have the unique solution.
@article{TVP_1972_17_2_a1,
author = {B. L. Rozovskii and A. N. Shiryaev},
title = {On infinite order systems of stochastic differential equations arising in the theory of optimal non-linear filtering},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {228--237},
publisher = {mathdoc},
volume = {17},
number = {2},
year = {1972},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1972_17_2_a1/}
}
TY - JOUR AU - B. L. Rozovskii AU - A. N. Shiryaev TI - On infinite order systems of stochastic differential equations arising in the theory of optimal non-linear filtering JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1972 SP - 228 EP - 237 VL - 17 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1972_17_2_a1/ LA - ru ID - TVP_1972_17_2_a1 ER -
%0 Journal Article %A B. L. Rozovskii %A A. N. Shiryaev %T On infinite order systems of stochastic differential equations arising in the theory of optimal non-linear filtering %J Teoriâ veroâtnostej i ee primeneniâ %D 1972 %P 228-237 %V 17 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1972_17_2_a1/ %G ru %F TVP_1972_17_2_a1
B. L. Rozovskii; A. N. Shiryaev. On infinite order systems of stochastic differential equations arising in the theory of optimal non-linear filtering. Teoriâ veroâtnostej i ee primeneniâ, Tome 17 (1972) no. 2, pp. 228-237. http://geodesic.mathdoc.fr/item/TVP_1972_17_2_a1/