On a role of predictor in the filtering stability
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Publication:2433677
DOI10.1214/ECP.v11-1205zbMath1111.60022arXivmath/0504094OpenAlexW2022892379MaRDI QIDQ2433677
Pavel Chigansky, Robert Sh. Liptser
Publication date: 3 November 2006
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0504094
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
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