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scientific article; zbMATH DE number 1546853
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English
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scientific article; zbMATH DE number 1546853

    Statements

    author
    R. Liptser
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    Albert N. Shiryaev
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    publication date
    20 December 2000
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    zbMATH Keywords
    Kalman filter
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    optimal filtering
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    diffusion approximations
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    stochastic finance
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    Identifiers

    Mathematics Subject Classification ID
    62Mxx
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    62-02
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    60-02
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    zbMATH DE Number
    1546853
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