Risk sensitive nonlinear filtering with correlated noises

Applied Mathematics Letters

Volumn 13, Issue 1, 1999, Pages 97-103

  Florchinger, P ^a  

^a NONE   (France)

Author keywords

Nonlinear filtering; Risk sensitive filtering; Stochastic differential equation; Stochastic partial differential equation

Indexed keywords

EID: 0039840656     PISSN: 08939659     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0893-9659(99)00151-2     Document Type: Article

References (7)

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