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    Statements

    author
    N. Lazrieva
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    T. A. Toronyadze
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    publication date
    1987
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    zbMATH Keywords
    generalization of Ito-Ventzel's formula for semimartingales
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    stochastic line integral
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    maximum likelihood estimators
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    algorithm
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    recursive estimators
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    maximum likelihood equation
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    Identifiers

    Mathematics Subject Classification ID
    62F12
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    60G48
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    60H05
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    zbMATH DE Number
    4052797
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