Non-Linear Interpolation of Components of Markov Diffusion Processes (Direct Equations, Effective Formulas)
- 1 January 1968
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 13 (4) , 564-583
- https://doi.org/10.1137/1113074
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- The Extrapolation of Multidimensional Markov Processes from Incomplete DataTheory of Probability and Its Applications, 1968
- Dynamical equations for optimal nonlinear filteringJournal of Differential Equations, 1967
- Summary of Papers Presented at the Meetings of the Probability and Statistics Section of the Moscow Mathematical Society (September–December, 1964)Theory of Probability and Its Applications, 1965
- Markov ProcessesPublished by Springer Nature ,1965
- New Results in Linear Filtering and Prediction TheoryJournal of Basic Engineering, 1961