Abstract
Problem 3 in the introduction is a special case of the following general filtering problem.
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© 2003 Springer-Verlag Berlin Heidelberg
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Øksendal, B. (2003). The Filtering Problem. In: Stochastic Differential Equations. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-14394-6_6
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DOI: https://doi.org/10.1007/978-3-642-14394-6_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-04758-2
Online ISBN: 978-3-642-14394-6
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