Author:
Di Masi Giovanni B.,Runggaldier Wolfgang J.
Subject
Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering
Reference6 articles.
1. Exact finite-dimensional filters for certain diffusions with nonlinear drift;Benes;Stochastics,1981
2. Discrete Time Stochastic Systems. Part I and II;Brémaud;SSM Report No. 7603,1977
3. Estimation in ARMA-models via nonlinear filtering;Di Masi;Methods of Operations Research,1981
4. On transforming a certain class of stochastic processes by absolutely continuous substitution of measures;Girsanov;Ther. Probab. Appl.,1960
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