Convergence of the calculation of the innovation process (Q4034470)

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scientific article; zbMATH DE number 167510
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    Convergence of the calculation of the innovation process
    scientific article; zbMATH DE number 167510

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      Convergence of the calculation of the innovation process (English)
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      16 May 1993
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      Itô stochastic integral
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      nonlinear filtering
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      innovation process
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