Q4522393
type: Item
instance of: scholarly article
zbMATH Open document ID: 1008.62072
author: Albert N. Shiryaev
author: R. Liptser
publication date: 2000-12-20T00:00:00Z
Mathematics Subject Classification ID: 62Mxx
Mathematics Subject Classification ID: 62-02
Mathematics Subject Classification ID: 60-02
zbMATH DE Number: 1546853
zbMATH Keywords: Kalman filter
zbMATH Keywords: optimal filtering
zbMATH Keywords: diffusion approximations
zbMATH Keywords: stochastic finance
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1546853