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- W2113165027 abstract "Convergence of conditional expectations is considered. The convergence results for conditional expectations are shown to be the same as when the absolutely continuous change of measure can be made directly. A filtering application is examined. If the approximating model uses noise increments with a density which must have compact support, conditions are given which ensure the expected convergence of the conditional expectations.< <ETX xmlns:mml=http://www.w3.org/1998/Math/MathML xmlns:xlink=http://www.w3.org/1999/xlink>></ETX>" @default.
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- W2113165027 date "1993-01-01" @default.
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- W2113165027 title "Limits of conditional expectations" @default.
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- W2113165027 doi "https://doi.org/10.1109/18.265505" @default.
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