Abstract
In the late seventies, Clark [In Communication Systems and Random Process Theory (Proc. 2nd NATO Advanced Study Inst., Darlington, 1977) (1978) 721–734, Sijthoff & Noordhoff] pointed out that it would be natural for
Citation
D. Crisan. J. Diehl. P. K. Friz. H. Oberhauser. "Robust filtering: Correlated noise and multidimensional observation." Ann. Appl. Probab. 23 (5) 2139 - 2160, October 2013. https://doi.org/10.1214/12-AAP896
Information