Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/3316
Title: | Robustness of the nonlinear filter:the correlated case |
Authors: | Karandikar, Rajeeva L Bhatt, Abhay G |
Keywords: | Nonlinear filtering Correlated signal and noise Robustness Pathwise formulae for SDE |
Issue Date: | 2002 |
Citation: | Stochastic processes and their application,V97,P41-58 |
URI: | http://hdl.handle.net/10263/3316 |
Appears in Collections: | Mathematics and Statistics |
Files in This Item:
File | Description | Size | Format | |
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Binder3.pdf | 1.92 MB | Adobe PDF | View/Open |
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