Finite dimensional optimal filters for a class of ltô- processes with jumping parameters-Reference-Cited by-同舟云学术

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Finite dimensional optimal filters for a class of ltô- processes with jumping parameters

Published:1980-01 Issue:2 Volume:4 Page:167-183
ISSN:0090-9491
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Björk T.

Publisher

Informa UK Limited

Link

http://www.tandfonline.com/doi/pdf/10.1080/17442508008833160

Reference11 articles.

1. Stochastic Differential Equations

2. Statistics of Random Processes I

3. Algebraic Structure and Finite Dimensional Nonlinear Estimation

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