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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 1972 Volume 17, Issue 2, Pages 228–237 (Mi tvp2523)
This article is cited in 3 papers

On infinite order systems of stochastic differential equations arising in the theory of optimal non-linear filtering

B. L. Rozovskii, A. N. Shiryaev

Moscow

Abstract: In the paper, conditions are given for the system of stochastic differential equations (6) arising in the theory of optimal non-linear filtering to have the unique solution.

Received: 01.03.1971


 English version: Theory of Probability and its Applications, 1973, 17:2, 218–226

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