VII: 23, 223-247, LNM 321 (1973)
MEYER, Paul-André
Sur un problème de filtration (General theory of processes)
This is an attempt to present, in the usual language of the seminar, a a simple case from filtering theory (additive white noise in one dimension). The results proved are the Kallianpur-Striebel formula (Ann. Math. Stat., 39, 1968) and a theorem of Clark
Keywords: Filtering theory, Innovation
Nature: Exposition
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