Stochastic Differential Equations Occurring in the Estimation of Continuous Parameter Stochastic Processes

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Previous article Next article Stochastic Differential Equations Occurring in the Estimation of Continuous Parameter Stochastic ProcessesG. Kallianpur and C. StriebelG. Kallianpur and C. Striebelhttps://doi.org/10.1137/1114076PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] R. S. Bucy, Nonlinear filtering theory, IEEE Trans. Automatic Control, 10 (1965), CrossrefGoogle Scholar[2] J. L. Doob, Stochastic processes, J. Wiley, New York, 1962 Google Scholar[3] E. B. Dynkin, Theory of Markov processes, Translated from the Russian by D. E. Brown; edited by T. Köváry, Prentice-Hall Inc., Englewood Cliffs, N.J., 1961ix+210 MR0131900 0091.13605 Google Scholar[4] E. B. Dynkin, Markov processes. Vols. I, Translated with the authorization and assistance of the author by J. Fabius, V. Greenberg, A. Maitra, G. Majone. 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