The Robust Representation Formula

Bain, Alan; Crisan, Dan

doi:10.1007/978-0-387-76896-0_5

Alan Bain⁵ &
Dan Crisan⁶

Part of the book series: Stochastic Modelling and Applied Probability ((SMAP,volume 60))

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Abstract

Throughout this section we assume that the pair (X, Y ) are as defined in Chapter 3.

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BNP Paribas 10 Harewood Av, NW1 6AA, London, United Kingdom
Alan Bain
Department of Mathematics, Imperial College London 180 Queen’s Gate, SW7 2AZ, London, United Kingdom
Dan Crisan

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Alan Bain
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Dan Crisan
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Bain, A., Crisan, D. (2009). The Robust Representation Formula. 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_5

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DOI: https://doi.org/10.1007/978-0-387-76896-0_5
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-76895-3
Online ISBN: 978-0-387-76896-0
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)

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