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"Stochastic Filtering for Diffusion Processes With Level Crossings."

Agostino Capponi, Ibrahim Fatkullin, Ling Shi (2011)

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DOI: 10.1109/TAC.2011.2157404

access: closed

type: Journal Article

metadata version: 2020-05-20

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  - journals/tac/CapponiFS11
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  - https://dblp.org/rec/journals/tac/CapponiFS11
Agostino Capponi, Ibrahim Fatkullin, Ling Shi:
Stochastic Filtering for Diffusion Processes With Level Crossings. IEEE Trans. Autom. Control. 56(9): 2201-2206 (2011)

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