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Filtering of finite-state time-nonhomogeneous Markov processes, a direct approach
Authors:
Krylov, NV Zatezalo, A
Citation:
Nv. Krylov et A. Zatezalo, Filtering of finite-state time-nonhomogeneous Markov processes, a direct approach, APPL MATH O, 42(3), 2000, pp. 229-258
A direct approach to deriving filtering equations for diffusion processes
Authors:
Krylov, NV Zatezalo, A
Citation:
Nv. Krylov et A. Zatezalo, A direct approach to deriving filtering equations for diffusion processes, APPL MATH O, 42(3), 2000, pp. 315-332
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