Martingale Projection and Linear Filtering in Hilbert...

SIAM Journal on Control and Optimization 1978 / 11 Vol. 16; Iss. 6

Martingale Projection and Linear Filtering in Hilbert Spaces. I: The Theory

Ouvrard, Jean-Yves
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Volume:
16
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/0316063
Date:
November, 1978
File:
PDF, 1.92 MB
english, 1978
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