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A filtering formula for a non-linear system having a continuous observation, and a discrete observation at random times

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Stochastic Analysis and Related Topics

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1316))

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V. References

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Authors and Affiliations

  1. Centre National d'Etudes des Télécommunications. PAA/TIM, 38–40, rue du général Leclerc, 92131, Issy-les-Moulineaux, France

    Robert Cohen

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  1. Robert Cohen
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Hayri Korezlioglu Ali Süleyman Ustunel

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© 1988 Springer-Verlag

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Cohen, R. (1988). A filtering formula for a non-linear system having a continuous observation, and a discrete observation at random times. In: Korezlioglu, H., Ustunel, A.S. (eds) Stochastic Analysis and Related Topics. Lecture Notes in Mathematics, vol 1316. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0081940

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  • DOI: https://doi.org/10.1007/BFb0081940

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-19315-9

  • Online ISBN: 978-3-540-39186-9

  • eBook Packages: Springer Book Archive

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