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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 4, Pages 764–765 (Mi tvp771)  
This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

On filtration and prediction of components of diffusion Markov processes

R. Sh. Liptser

Moscow
Full-text PDF (125 kB) Citations (1)
Abstract: In this paper we give differential equations (2), (3), (4) for conditional expectations which define optimal mean square estimations of filtration and prediction.
Received: 15.08.1967
English version:
Theory of Probability and its Applications, 1967, Volume 12, Issue 4, Pages 697–698
DOI: https://doi.org/10.1137/1112088
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: R. Sh. Liptser, “On filtration and prediction of components of diffusion Markov processes”, Teor. Veroyatnost. i Primenen., 12:4 (1967), 764–765; Theory Probab. Appl., 12:4 (1967), 697–698
Citation in format AMSBIB
\Bibitem{Lip67}
\by R.~Sh.~Liptser
\paper On filtration and prediction of components of diffusion Markov processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1967
\vol 12
\issue 4
\pages 764--765
\mathnet{http://mi.mathnet.ru/tvp771}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=219134}
\zmath{https://zbmath.org/?q=an:0167.47604}
\transl
\jour Theory Probab. Appl.
\yr 1967
\vol 12
\issue 4
\pages 697--698
\crossref{https://doi.org/10.1137/1112088}
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  • https://www.mathnet.ru/eng/tvp/v12/i4/p764
    • This publication is cited in the following 1 articles:
    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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