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On the Filtering Equations of a Multidimensional Diffusion Process (Increasing Coefficients)

1989; Society for Industrial and Applied Mathematics; Volume: 33; Issue: 3 Linguagem: Inglês

10.1137/1133088

ISSN

1095-7219

Autores

Omar Grishaevich Purtukhiya,

Tópico(s)

Differential Equations and Numerical Methods

Resumo

Previous article Next article On the Filtering Equations of a Multidimensional Diffusion Process (Increasing Coefficients)O. G. PurtukhiyaO. G. Purtukhiyahttps://doi.org/10.1137/1133088PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] R. Sh. Liptser and , A. N. Shiryaev, Statistics of random processes. I, Springer-Verlag, New York, 1977x+394, Berlin 57:14125 0364.60004 R. Sh. Liptser and , A. N. Shiryaev, Statistics of random processes. II, Springer-Verlag, New York, 1978x+339, Berlin 58:7827 0369.60001 CrossrefGoogle Scholar[2] Masatoshi Fujisaki, , G. Kallianpur and , Hiroshi Kunita, Stochastic differential equations for the non linear filtering problem, Osaka J. Math., 9 (1972), 19–40 49:1574 0242.93051 Google Scholar[3] N. V. Krylov and , B. L. Rozovskii, On conditional distributions of diffusion processes, Math. USSR Izvestiya, 12 (1978), 336–356 0402.60077 CrossrefGoogle Scholar[4] B. L. Rozovskll, Evolutionary Stochastic Systems, Nauka, Moscow, 1983, (In Russian.) Google Scholar[5] O. G. Purtukhiya, The Cauchy problem for linear stochastic partial differential equations (increasing coefficients)Random analysis and asymptotic problems of probability theory and mathematical statistics (Bakuriani, 1983), “Metsniereba”, Tbilisi, 1984, 57–71, (In Russian.) 793 386 0597.60057 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Volume 33, Issue 3| 1989Theory of Probability & Its Applications History Submitted:28 July 1986Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1133088Article page range:pp. 574-578ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics

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