Filtration of components of processes of random evolution
The problem of estimation of a nonobservable component θt for a two-dimensional process (θt, ξt) of random evolution (θ t,ξt);xt, 0≤t≤T, is investigated on the basis of observations of ξs. s≤t, where x t is a homogeneous Markov process with infinitesimal operator Q. Applications to stochastic models...
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| Date: | 1998 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1998
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4790 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |