Teoriâ veroâtnostej i ee primeneniâ, Tome 17 (1972) no. 2, pp. 228-237
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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/
@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},
year = {1972},
volume = {17},
number = {2},
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
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
%U http://geodesic.mathdoc.fr/item/TVP_1972_17_2_a1/
%G ru
%F TVP_1972_17_2_a1
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.
