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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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/
@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},
year = {1978},
volume = {23},
number = {4},
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
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
%U http://geodesic.mathdoc.fr/item/TVP_1978_23_4_a17/
%G ru
%F TVP_1978_23_4_a17
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.
