Estimation of the Quadratic Variation of Nearly Observed Semimartingales with Application to Filtering (Q4695412)
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scientific article; zbMATH DE number 205136
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the Quadratic Variation of Nearly Observed Semimartingales with Application to Filtering |
scientific article; zbMATH DE number 205136 |
Statements
Estimation of the Quadratic Variation of Nearly Observed Semimartingales with Application to Filtering (English)
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21 July 1993
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filtering problem
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Markov diffusion
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stochastic algorithms
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