On the innovations conjecture of nonlinear filtering with dependent data.

Heunis, Andrew, and Lucic, Vladimir. "On the innovations conjecture of nonlinear filtering with dependent data.." Electronic Journal of Probability [electronic only] 13 (2008): 2190-2216. <http://eudml.org/doc/224126>.

@article{Heunis2008,
author = {Heunis, Andrew, Lucic, Vladimir},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {nonlinear filter; innovations conjecture; pathwise-uniqueness},
language = {eng},
pages = {2190-2216},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {On the innovations conjecture of nonlinear filtering with dependent data.},
url = {http://eudml.org/doc/224126},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Heunis, Andrew
AU - Lucic, Vladimir
TI - On the innovations conjecture of nonlinear filtering with dependent data.
JO - Electronic Journal of Probability [electronic only]
PY - 2008
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 13
SP - 2190
EP - 2216
LA - eng
KW - nonlinear filter; innovations conjecture; pathwise-uniqueness
UR - http://eudml.org/doc/224126
ER -