DMCA
I OF 4 ROBUST APPROXIMATIONS FOR THE FILTERING PROBLEM
by
A Ut~ftsntm Oe
,
Mcstam Oaswatiu I
,
Op Optim
,
Aof Asstract
,
Iuia Fwm Z (ra
,
Robert J. Elliott
BibTeX
@MISC{Oe_iof,
author = {A Ut~ftsntm Oe and Mcstam Oaswatiu I and Op Optim and Aof Asstract and Iuia Fwm Z (ra and Robert J. Elliott},
title = {I OF 4 ROBUST APPROXIMATIONS FOR THE FILTERING PROBLEM},
year = {}
}
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Abstract
DepartmnOf publsi cs an ppid rbaiit IPS WA Anv rs t dofufo obseretio pr cI is a p o i a ebyon on Ab r a C naaro chin Th ino to obaie by8 pointn proess DiteCn a2d3a3aiequaion Ao2d5o pu990 re baie frmltvrl oitprcs A3ifso observation hseove Sils poited ratervn th a ov negan s the rsets toa Brownian motion, and so they provide robustjJ formulae, that is. formnulae which are continuous in the observation process.
