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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 1967 Volume 12, Issue 4, Pages 764–765 (Mi tvp771)
This article is cited in 1 paper

Short Communications

On filtration and prediction of components of diffusion Markov processes

R. Sh. Liptser

Moscow

Abstract: In this paper we give differential equations (2), (3), (4) for conditional expectations which define optimal mean square estimations of filtration and prediction.

Received: 15.08.1967


 English version: Theory of Probability and its Applications, 1967, 12:4, 697–698

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