The Zakai Equation of Nonlinear Filtering for Jump-Diffusion Observations: Existence and Uniqueness
Ceci, Claudia; Colaneri, Katia
- 期刊名称Applied Mathematics & Optimization
- 作者Ceci, Claudia; Colaneri, Katia
- 卷第69卷
- 期第1期
- 印刷ISSN0095-4616
- 电子ISSN1432-0606
- 文件大小1057.80KB
- 发表时间2014-02
- DOI10.1007/s00245-013-9217-1
- 页码47-82