Abstract
0.1. The physical prerequisites for the filtering problem of diffusion processes were described in ยง1.1.1, therefore, we shall begin here directly with a formal statement of the problem.
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ยฉ 1990 Springer Science+Business Media Dordrecht
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Rozovskii, B.L. (1990). Filtering, Interpolation and Extrapolation of Diffusion Processes. In: Stochastic Evolution Systems. Mathematics and Its Applications (Soviet Series), vol 35. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-3830-7_6
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DOI: https://doi.org/10.1007/978-94-011-3830-7_6
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-5703-5
Online ISBN: 978-94-011-3830-7
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