The Geometry of Filtering pp 61-86 | Cite as
Projectible Diffusion Processes and Markovian Filtering
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Abstract
Let M+ be the Alexandrov one-point compactification, M ⋃ △, of a smooth manifold M.
Keywords
Vector Bundle Conditional Expectation Local Martingale Predictable Process Martingale Problem
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© Springer Basel AG 2010