Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises (Q1805792)

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Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises
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    Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises (English)
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    18 November 1999
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    stochastic filtering
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    finite dimensional filters
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    stochastic difference equations
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    product of positive random variables
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