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Some remarks on gaussian solutions and explicit filtering formulae

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Stochastic Differential Systems Filtering and Control

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 69))

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References

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Authors and Affiliations

  1. Center of Mathematics and Mechanics, P.O.Box 373, 1090, Sofia, Bulgaria

    Dimitar I. Hadjiev

Authors
  1. Dimitar I. Hadjiev
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M. Metivier E. Pardoux

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© 1985 Springer-Verlag

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Hadjiev, D.I. (1985). Some remarks on gaussian solutions and explicit filtering formulae. In: Metivier, M., Pardoux, E. (eds) Stochastic Differential Systems Filtering and Control. Lecture Notes in Control and Information Sciences, vol 69. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0005076

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  • DOI: https://doi.org/10.1007/BFb0005076

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15176-0

  • Online ISBN: 978-3-540-39253-8

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