An anticipative linear filtering equation
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Publication:553370
DOI10.1016/j.sysconle.2011.04.001zbMath1222.93220OpenAlexW3122211916MaRDI QIDQ553370
Terje Bjuland, Bernt Øksendal, Knut Kristian Aase
Publication date: 27 July 2011
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11250/163999
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Cites Work
- An enlargement of filtration for Brownian motion
- Lectures on stochastic control and nonlinear filtering. Lectures delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by K. M. Ramachandran
- Random times and enlargements of filtrations in a Brownian setting.
- Stochastic differential equations. An introduction with applications.
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