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Includes supplementary material: sn.pub/extras
Includes supplementary material: sn.pub/extras
Part of the book series: Probability at Saint-Flour (FLOUR)
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About this book
Authors and Affiliations
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Centre de Mathématiques Appliquées, École Polytechnique CNRS UMR 7641, Palaiseau CX, France
Nicole El Karoui
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Labo. Analyse, Topologie et Probabilités (LATP), Université de Provence Ctr. Mathématique et Informatique (CMI), Marseille CX 13, France
Etienne Pardoux
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Labo. Probabilités et Modèles Aléatoires, Université Paris VI CNRS UMR 7599, Paris CX 05, France
Marc Yor
Bibliographic Information
Book Title: Stochastic Filtering at Saint-Flour
Authors: Nicole El Karoui, Etienne Pardoux, Marc Yor
Series Title: Probability at Saint-Flour
Publisher: Springer Berlin, Heidelberg
Copyright Information: Springer-Verlag Berlin Heidelberg 2012
Softcover ISBN: 978-3-642-25429-1Published: 18 January 2012
Series ISSN: 2193-648X
Series E-ISSN: 2193-6498
Edition Number: 1
Number of Pages: V, 300
Number of Illustrations: 1 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Systems Theory, Control