Authors: CHOW PL KHASMINSKII R LIPTSER R

Citation: Pl. Chow et al., TRACKING OF SIGNAL AND ITS DERIVATIVES IN GAUSSIAN WHITE-NOISE, Stochastic processes and their applications, 69(2), 1997, pp. 259-273

Authors: LIPTSER R

Citation: R. Liptser, LARGE DEVIATIONS FOR 2 SCALED DIFFUSIONS, Probability theory and related fields, 106(1), 1996, pp. 71-104