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A representation for a process governed by a system of stochastic equations of filtration type

 

作者: O. A. Glonti,  

 

期刊: Stochastics  （Taylor Available online 1981）
卷期: Volume 4, issue 3  

页码: 247-263

 

ISSN:0090-9491

 

年代: 1981

 

DOI:10.1080/17442508108833166

 

出版商: Gordon and Breach Science Publishers, Inc

 

数据来源: Taylor

 

摘要:

This paper concerns the problem of reduction of stochastic differential equations of a special type to ordinary differential equations parametrized by ωεΩ New representations for the optimal filtration estimate of a conditional Gaussian process are obtained.

 

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