Abstract
Let \((\Omega ,\,F,\,P)\) be a probability space together with a filtration \(({F_t})t \ge 0\) which satisfies the usual conditions.
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© 2009 Springer Science+Business Media, LLC
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Bain, A., Crisan, D. (2009). The Filtering Equations. In: Fundamentals of Stochastic Filtering. Stochastic Modelling and Applied Probability, vol 60. Springer, New York, NY. https://doi.org/10.1007/978-0-387-76896-0_3
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DOI: https://doi.org/10.1007/978-0-387-76896-0_3
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-76895-3
Online ISBN: 978-0-387-76896-0
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