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A calculus of multiparmeter martingales and its applications

  • Identification, Estimation, Filtering
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International Symposium on Systems Optimization and Analysis

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 14))

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References

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Authors and Affiliations

  1. Department of Electrical Engineering and Computer Sciences and the Electronics Research Laboratory, University of California at Berkeley, 94720, Berkeley, CA, USA

    E. Wong

Authors
  1. E. Wong
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A. Bensoussan J. L. Lions

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© 1979 Springer-Verlag

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Wong, E. (1979). A calculus of multiparmeter martingales and its applications. In: Bensoussan, A., Lions, J.L. (eds) International Symposium on Systems Optimization and Analysis. Lecture Notes in Control and Information Sciences, vol 14. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0002642

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  • DOI: https://doi.org/10.1007/BFb0002642

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09447-0

  • Online ISBN: 978-3-540-35232-7

  • eBook Packages: Springer Book Archive

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