Convergence of the calculation of the innovation process (Q4034470)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the calculation of the innovation process |
scientific article |
Statements
Convergence of the calculation of the innovation process (English)
0 references
16 May 1993
0 references
Itô stochastic integral
0 references
nonlinear filtering
0 references
innovation process
0 references
