Abstract
In this paper we present a continuous filtering problem for Itô-McShane stochastic differential equation. The concept of Itô-McShane integral has been introduced by the second mentioned author in [3], The basic motivation for this concept is to present a sort of an unified theory of Stochastic integration [2], [3].
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References
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© 1977 ACADEMIA, Publishing House of the Czechoslovak Academy of Sciences, Prague
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Pop-Stojanovic, Z.R. (1977). Continuous Filtering Problem for Itô-Mcshane Stochastic Differential Equation. In: Kožešnik, J. (eds) Transactions of the Seventh Prague Conference on Information Theory, Statistical Decision Functions, Random Processes and of the 1974 European Meeting of Statisticians. Transactions of the Seventh Prague Conference on Information Theory, Statistical Decision Functions, Random Processes and of the 1974 European Meeting of Statisticians, vol 7A. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-9910-3_49
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DOI: https://doi.org/10.1007/978-94-010-9910-3_49
Publisher Name: Springer, Dordrecht
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