Nonlinear filtering equations for two-parameter semimartingales
type: Item
instance of: scholarly article
title: Nonlinear filtering equations for two-parameter semimartingales
zbMATH Open document ID: 0516.60061
DOI: 10.1016/0304-4149(83)90035-2
author: J. Szpirglas
author: H. Körezlioğlu
author: Gerald Mazziotto
published in: Stochastic Processes and their Applications
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 60G25
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 3816754
zbMATH Keywords: Girsanov transformation
MaRDI profile type: Publication
full work available at URL: 0304-4149(83)90035-2
OpenAlex ID: W1999851152
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description: scientific article; zbMATH DE number 3816754