On a~representation of the optimal filtering estimate for Markov processes, governed by stochastic integro-differential equations with partial derivatives
Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 4, pp. 856-861
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In the paper a representation (3) of the optimal filtering estimate $m(x,t)$ for partially observable Markov processes is obtained. This representation allows to find $m(x,t)$ without considering of stochastic equations in Ito's sence.
@article{TVP_1978_23_4_a17,
author = {O. A. Glonti},
title = {On a~representation of the optimal filtering estimate for {Markov} processes, governed by stochastic integro-differential equations with partial derivatives},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {856--861},
publisher = {mathdoc},
volume = {23},
number = {4},
year = {1978},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1978_23_4_a17/}
}
TY - JOUR AU - O. A. Glonti TI - On a~representation of the optimal filtering estimate for Markov processes, governed by stochastic integro-differential equations with partial derivatives JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1978 SP - 856 EP - 861 VL - 23 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1978_23_4_a17/ LA - ru ID - TVP_1978_23_4_a17 ER -
%0 Journal Article %A O. A. Glonti %T On a~representation of the optimal filtering estimate for Markov processes, governed by stochastic integro-differential equations with partial derivatives %J Teoriâ veroâtnostej i ee primeneniâ %D 1978 %P 856-861 %V 23 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1978_23_4_a17/ %G ru %F TVP_1978_23_4_a17
O. A. Glonti. On a~representation of the optimal filtering estimate for Markov processes, governed by stochastic integro-differential equations with partial derivatives. Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 4, pp. 856-861. http://geodesic.mathdoc.fr/item/TVP_1978_23_4_a17/