Filtration and prediction of random solutions of a system of linear differential equations with coefficients depending on a finite-valued Markov process

• Datum: 1998
• Hauptverfasser: Lapshin, A. L., Лапшин, А. Л.
• Format: Artikel
• Sprache: Russisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 1998
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/4880
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

We obtain an equation of optimal filtration for processes of Markov random evolution, which is a solution of systems of linear differential equations with Markov switchings.