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| Chapter title |
The Structure of Local Martingales, Absolute Continuity of Measures for Point Processes, and Filtering
|
|---|---|
| Chapter number | 9 |
| Book title |
Statistics of Random Processes
|
| Published by |
Springer Berlin Heidelberg, January 2001
|
| DOI | 10.1007/978-3-662-10028-8_9 |
| Book ISBNs |
978-3-64-208365-5, 978-3-66-210028-8
|
| Authors |
Robert S. Liptser, Albert N. Shiryaev |