Sur les theories du filtrage et de la prediction

Author:

Yor Marc

Publisher

Springer Berlin Heidelberg

Reference17 articles.

1. E. CINLAR Markov additive processes II. Z. für. Wahr 24(95–121)-1972.

2. C. DELLACHERIE, P.A. MEYER Probabilités et potentiels (nouvelle version) Hermann (1975).

3. M. FUJISAKI, G. KALLIANPUR, H. KUNITA Stochastic differential equations for the non linear filtering problem. Osaka J. Math. 9, 1 (1972).

4. R.K. GETOOR On the construction of kernels. Séminaire de Probabilités IX.

5. K. ITO, H.P. Mc KEAN Diffusion processes and their sample paths. Springer-Verlag.

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