The Zakai Equation of Nonlinear Filtering for...

The Zakai Equation of Nonlinear Filtering for Jump-Diffusion Observations: Existence and Uniqueness

Ceci, Claudia, Colaneri, Katia
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Volume:
69
Language:
english
Journal:
Applied Mathematics & Optimization
DOI:
10.1007/s00245-013-9217-1
Date:
February, 2014
File:
PDF, 1.03 MB
english, 2014
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