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Teoriya Veroyatnostei i ee Primeneniya, 1970, Volume 15, Issue 4, Pages 705–717 (Mi tvp1935)  
This article is cited in 3 scientific papers (total in 3 papers)

Sequential estimation of diffusion processes

M. P. Ershov

Moscow
Full-text PDF (678 kB) Citations (3)
Abstract: The paper considers the sequential estimation problem for the unobservable component θt of a two-dimensional diffusion process (ξt,θt) satisfying (1) from the data ξ0T. By a method different to that of [1], [6], equations of optimal filtering and (forward) interpolation (Theorems 6 and 7) are obtained under essentially weaker conditions.
Received: 06.12.1969
English version:
Theory of Probability and its Applications, 1970, Volume 15, Issue 4, Pages 688–700
DOI: https://doi.org/10.1137/1115075
Bibliographic databases:
Language: Russian
Citation: M. P. Ershov, “Sequential estimation of diffusion processes”, Teor. Veroyatnost. i Primenen., 15:4 (1970), 705–717; Theory Probab. Appl., 15:4 (1970), 688–700
Citation in format AMSBIB
\Bibitem{Ers70}
\by M.~P.~Ershov
\paper Sequential estimation of diffusion processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1970
\vol 15
\issue 4
\pages 705--717
\mathnet{http://mi.mathnet.ru/tvp1935}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=281309}
\zmath{https://zbmath.org/?q=an:0277.60027}
\transl
\jour Theory Probab. Appl.
\yr 1970
\vol 15
\issue 4
\pages 688--700
\crossref{https://doi.org/10.1137/1115075}
Linking options:
  • https://www.mathnet.ru/eng/tvp1935
  • https://www.mathnet.ru/eng/tvp/v15/i4/p705
    • This publication is cited in the following 3 articles:
    1. Boris L. Rozovsky, Sergey V. Lototsky, Probability Theory and Stochastic Modelling, 89, Stochastic Evolution Systems, 2018, 1  crossref
    2. Statistical Inference for Stochastic Processes, 1980, 415  crossref
    3. N. V. Krylov, B. L. Rozovskii, “On the Cauchy problem for linear stochastic partial differential equations”, Math. USSR-Izv., 11:6 (1977), 1267–1284  mathnet  crossref  mathscinet  zmath
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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