Browsing by Author "Krylov, N.V."
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Item A direct approach to deriving filtering equations for diffusion processes(2000-04) Krylov, N.V.; Zatezalo, AleksandarItem Filtering of finite-state time-nonhomogeneous Markov processes, a direct approach(2000-04) Krylov, N.V.; Zatezalo, AleksandarItem Mean value theorems for stochastic integrals(1999-12) Krylov, N.V.Item A simple proof of a result of A. Novikov(2001-06) Krylov, N.V.