This paper concerns the operator esAe-s where A is the extended generator of a Hunt process g E Ox(A). An expansion of this operator in terms of A and the Levy system of the process is given and it is shown how to obtain this by factoring certain multiplicative functionak. It is shown that the expa
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On a multiplicative functional transformation arising in nonlinear filtering theory
β Scribed by M. H. A. Davis
- Publisher
- Springer
- Year
- 1980
- Tongue
- English
- Weight
- 655 KB
- Volume
- 54
- Category
- Article
- ISSN
- 1432-2064
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