Stochastic filtering at Saint-Flour

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Bibliographic Information

Title
"Stochastic filtering at Saint-Flour"
Statement of Responsibility
Nicole El Karoui ; Etienne Pardoux ; Marc Yor
Publisher
  • Springer
Publication Year
  • c2012
Book size
24 cm

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Notes

Includes bibliographical references

Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876(1981) and 1464(1991).

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