The Zakai Equation of Nonlinear Filtering for Jump-Diffusion Observations: Existence and Uniqueness
Ceci, Claudia, Colaneri, KatiaVolume:
69
Language:
english
Journal:
Applied Mathematics & Optimization
DOI:
10.1007/s00245-013-9217-1
Date:
February, 2014
File:
PDF, 1.03 MB
english, 2014