Nonlinear filtering equations for two-parameter semimartingales
| Year of publication: |
1983
|
|---|---|
| Authors: | Korezlioglu, H. ; Mazziotto, G. ; Szpirglas, J. |
| Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 15.1983, 3, p. 239-269
|
| Publisher: |
Elsevier |
| Keywords: | Two-parameter semimartingale Brownian sheet nonlinear filtering reference probability |