scientific article; zbMATH DE number 3498996
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Publication:4080487
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(13)- The Kalman-Bucy method of optimal filtering and its generalizations
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- Viscosity solution of optimal stopping problem for stochastic systems with bounded memory
- Identification of affine term structures from yield curve data
- Construction of the innovation process in a filtering problem of partially observable diffusion type
- Representation of gaussian processes equivalent to a gaussian martingalet
- Examples of optimal control for partially observable systems:comparison, classical, and martingale methods
- Estimation of stochastic volatility in the Hull-White model
- The general discrete time disorder problem
- Mean-Square Filtering Problem for Discrete Volterra Equations
- On the number of optimal base 2 representations of integers
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