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Titlebook: Stochastic Filtering Theory; Gopinath Kallianpur Book 1980 Springer-Verlag New York 1980 Filtering.Filterung.Martingale.Prädiktion.STATIST

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Gopinath Kallianpuroduction (§ 1), we give (§ 2) a somehow modified version of the subanalytic proofs contained, among other results, in the work of J.-P. Françoise and C.C. Pugh ([FP], 1986)..Finite cyclicity of elliptic points is proved in § 2 both by the methods of [FP] and as a consequence of the subanalyticity of
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Gopinath Kallianpurs the fact that, for every semi-algebraic triangulation of a bounded algebraic set of dimension . and every (. - 1)-simplex . of such a triangulation, the number of .-simplices of the triangulation having . as a face is even. In the second section, we use this property and an appropriate stratificat
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Gopinath Kallianpurundle be algebraically isomorphic to a subbundle of a trivial bundle. There are several justifications for this requirement. One such justification is that it results in an equivalence of the category of algebraic .-bundles with the category of projective modules of finite type over the ring &#x.(.)
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Martingales and the Wiener Process,In the following definition . is taken to be either .. or [0, .].
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Stochastic Integrals,Let L denote the family of all real-valued functions ..(.) defined on .. × . which are measurable with respect to ℬ(..) × . and have the following properties:
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