Measure Theory and Filtering (Q4828278)

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scientific article; zbMATH DE number 2118878
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Measure Theory and Filtering
scientific article; zbMATH DE number 2118878

    Statements

    title
    Measure Theory and Filtering (English)
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    author
    Lakhdar Aggoun
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    Robert J. Elliott
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    publication date
    24 November 2004
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    Mathematics Subject Classification ID
    60G35
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    60G25
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    60Hxx
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    60G15
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    60-01
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    zbMATH DE Number
    2118878
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    zbMATH Keywords
    Kalman filtering
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    stochastic analysis
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    Girsanov theorem
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    EM algorithm
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    estimation
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