On filtering over Îto-Volterra observations.
Journal of Applied Mathematics and Stochastic Analysis (2000)
- Volume: 13, Issue: 4, page 347-364
- ISSN: 2090-3332
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topBasin, Michael V.. "On filtering over Îto-Volterra observations.." Journal of Applied Mathematics and Stochastic Analysis 13.4 (2000): 347-364. <http://eudml.org/doc/48988>.
@article{Basin2000,
author = {Basin, Michael V.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {Kalman filtering; Itô-Volterra observations; delayed observations; discrete observations},
language = {eng},
number = {4},
pages = {347-364},
publisher = {Hindawi Publishing Corporation, New York},
title = {On filtering over Îto-Volterra observations.},
url = {http://eudml.org/doc/48988},
volume = {13},
year = {2000},
}
TY - JOUR
AU - Basin, Michael V.
TI - On filtering over Îto-Volterra observations.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2000
PB - Hindawi Publishing Corporation, New York
VL - 13
IS - 4
SP - 347
EP - 364
LA - eng
KW - Kalman filtering; Itô-Volterra observations; delayed observations; discrete observations
UR - http://eudml.org/doc/48988
ER -
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