Continuous Finite-Dimensional Locally Optimal Filtering of Jump Diffusions-Reference-Cited by-同舟云学术

Continuous Finite-Dimensional Locally Optimal Filtering of Jump Diffusions

Published:2018-07 Issue:4 Volume:57 Page:505-528
ISSN:1064-2307
Container-title:Journal of Computer and Systems Sciences International
language:en
Short-container-title:J. Comput. Syst. Sci. Int.

Author:

Rudenko E. A.

Publisher

Pleiades Publishing Ltd

Subject

Applied Mathematics,Computer Networks and Communications,Computer Vision and Pattern Recognition,Information Systems,Theoretical Computer Science,Control and Systems Engineering,Software

Link

http://link.springer.com/content/pdf/10.1134/S1064230718040135.pdf

Reference42 articles.

1. V. A. Bodner, N. E. Rodnishchev, and E. P. Yurikov, Optimization of Terminal Stochastic Systems (Mashinostroenie, Moscow, 1987) [in Russian].

2. V. I. Tikhonov and M. A. Mironov, Markovian Processes (Sov. Radio, Moscow, 1977) [in Russian].

3. T. A. Averina and K. A. Rybakov, “New analysis methods of effect of Poisson delta–pulces in radiotechnical problems,” Zh. Radioelektron., No. 1, 15 (2013).

4. R. Situ, Theory of Stochastic Differential Equations with Jumps and Applications (Springer, New York, 2005).

5. F. B. Hanson, Applied Stochastic Processes and Control for Jump–Diffusions (SIAM, Philadelphia, 2007).

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