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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 2010 Volume 55, Issue 1, Pages 133–142 (Mi tvp4179)
Short Communications

The optimal stopping problem for the Kalman–Bucy scheme

P. Babilua, I. Bokuchava, B. Dochviri

Tbilisi Ivane Javakhishvili State University

Received: 31.08.2009

DOI: 10.4213/tvp4179


 English version: Theory of Probability and its Applications, 2011, 55:1, 110–119

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© Steklov Math. Inst. of RAS, 2024