CONTROLLED ONE-DIMENSIONAL DIFFUSION PROCESSES WITH UNKNOWN PARAMETER

被引:3
作者
DUFKOVA, V [1 ]
机构
[1] CZECHOSLOVAK ACAD SCI, INST INFORMAT THEORY & AUTOMAT, PRAGUE, CZECHOSLOVAKIA
关键词
D O I
10.2307/1425819
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:105 / 124
页数:20
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[3]  
MANDL P, 1972, STABILITY STOCHASTIC, P8
[4]  
Mandl P., 1968, ANALYTICAL TREATMENT
[5]  
McKean H. P, 1969, STOCHASTIC INTEGRALS
[7]   RECENT PROGRESS IN STOCHASTIC-PROCESSES - SURVEY [J].
WONG, E .
IEEE TRANSACTIONS ON INFORMATION THEORY, 1973, 19 (03) :262-275