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scientific article; zbMATH DE number 2063663 - MaRDI portal

scientific article; zbMATH DE number 2063663

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Publication:4461269

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zbMath1048.60034MaRDI QIDQ4461269

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Publication date: 30 March 2004

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zbMATH Keywords

filtration innovation process continuous multidimensional semimartingale

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44)

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