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From “Disorder” to Nonlinear Filtering and Martingale Theory

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Book cover Mathematical Events of the Twentieth Century

Translated by R. Cooke

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Authors
  1. A. N. Shiryaev
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Editors and Affiliations

  1. Academy of Sciences, Leninsky Pr. 14, 117901, Moscow, Russia

    Yu. S. Osipov

  2. Department of Mathematics, University of Princeton, Washington Road, 08544-1000, Princeton, USA

    Ya. G. Sinai

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Shiryaev, A.N. (2006). From “Disorder” to Nonlinear Filtering and Martingale Theory. In: Bolibruch, †.A.A., et al. Mathematical Events of the Twentieth Century. Springer, Berlin, Heidelberg . https://doi.org/10.1007/3-540-29462-7_18

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