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Vetrov L G
Publications in Math-Net.Ru
On a filtering, interpolation and extrapolation of semi-martingales
Teor. Veroyatnost. i Primenen.
,
27
:1 (1982),
24–35
On linearization of stochastic differential equations of optimal non-linear filtering
Teor. Veroyatnost. i Primenen.
,
25
:2 (1980),
399–407
On a filtration of semimartingales
Uspekhi Mat. Nauk
,
34
:4(208) (1979),
183–184
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Steklov Math. Inst. of RAS
, 2024