Nonlinear filtering equations for two-parameter semimartingales
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Publication:1052745
DOI10.1016/0304-4149(83)90035-2zbMath0516.60061OpenAlexW1999851152MaRDI QIDQ1052745
J. Szpirglas, Gerald Mazziotto, Hayri Korezlioglu
Publication date: 1983
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(83)90035-2
Random fields (60G60) Filtering in stochastic control theory (93E11) Prediction theory (aspects of stochastic processes) (60G25)
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