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A Lie algebraic criterion for non-existence of finite dimensionally computable filters

Part of the Lecture Notes in Mathematics book series (LNM,volume 1390)

Keywords

  • Brownian Motion
  • Conditional Statistic
  • Optimal Filter
  • Stochastic Calculus
  • Stochastic Partial Differential Equation

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© 1989 Springer-Verlag

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Ocone, D., Pardoux, E. (1989). A Lie algebraic criterion for non-existence of finite dimensionally computable filters. In: Da Prato, G., Tubaro, L. (eds) Stochastic Partial Differential Equations and Applications II. Lecture Notes in Mathematics, vol 1390. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083947

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  • DOI: https://doi.org/10.1007/BFb0083947

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51510-4

  • Online ISBN: 978-3-540-48200-0

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