Authors: Cvitani., Jak.a Liptser, Robert Rozovskii, Boris

Citation: Cvitani., Jak.a et al., A filtering approach to tracking volatility from prices observed at random times, Annals of applied probability , 16(3), 2006, pp. 1633-1652

Authors: Chigansky, Pavel Liptser, Robert

Citation: Chigansky, Pavel et Liptser, Robert, Stability of nonlinear filters in nonmixing case, Annals of applied probability , 14(4), 2004, pp. 2038-2056