The Optimal Stopping Problem for the Kalman–Bucy Scheme
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Publication:2998880
DOI10.1137/S0040585X97984668zbMath1220.60027MaRDI QIDQ2998880
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Publication date: 11 May 2011
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40)
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