The non linear filtering equations
- 6 February 2006
- book chapter
- Published by Springer Nature
- p. 168-178
- https://doi.org/10.1007/bfb0044298
Abstract
No abstract availableKeywords
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- Quelques applications de la formule de changement de variables pour les semimartingalesProbability Theory and Related Fields, 1970
- On the optimal filtering of diffusion processesProbability Theory and Related Fields, 1969