An anticipative linear filtering equation (Q553370): Difference between revisions

@@ Property / cites work @@
+Q4148534
@@ Property / cites work: Q4148534 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3908216
@@ Property / cites work: Q3908216 / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on stochastic control and nonlinear filtering. Lectures delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by K. M. Ramachandran
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3311412
@@ Property / cites work: Q3311412 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3696227
@@ Property / cites work: Q3696227 / rank @@
+Normal rank
@@ Property / cites work @@
+Random times and enlargements of filtrations in a Brownian setting.
+Normal rank
@@ Property / cites work @@
+An enlargement of filtration for Brownian motion
@@ Property / cites work: An enlargement of filtration for Brownian motion / rank @@
+Normal rank