Abstract
Problem 3 in the introduction is a special case of the following general filtering problem:
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© 1995 Springer-Verlag Berlin Heidelberg
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Øksendal, B. (1995). The Filtering Problem. In: Stochastic Differential Equations. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-03185-8_6
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DOI: https://doi.org/10.1007/978-3-662-03185-8_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-60243-9
Online ISBN: 978-3-662-03185-8
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