The optimal stopping problem for the Kalman--Bucy scheme
Teoriâ veroâtnostej i ee primeneniâ, Tome 55 (2010) no. 1, pp. 133-142
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@article{TVP_2010_55_1_a7,
author = {P. Babilua and I. Bokuchava and B. Dochviri},
title = {The optimal stopping problem for the {Kalman--Bucy} scheme},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {133--142},
publisher = {mathdoc},
volume = {55},
number = {1},
year = {2010},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2010_55_1_a7/}
}
TY - JOUR AU - P. Babilua AU - I. Bokuchava AU - B. Dochviri TI - The optimal stopping problem for the Kalman--Bucy scheme JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2010 SP - 133 EP - 142 VL - 55 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2010_55_1_a7/ LA - ru ID - TVP_2010_55_1_a7 ER -
P. Babilua; I. Bokuchava; B. Dochviri. The optimal stopping problem for the Kalman--Bucy scheme. Teoriâ veroâtnostej i ee primeneniâ, Tome 55 (2010) no. 1, pp. 133-142. http://geodesic.mathdoc.fr/item/TVP_2010_55_1_a7/