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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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Measurability issues in the proof of Fujisaki, Kallianpur and Kunita for stochastic filtering
I'm currently looking over the proof(s) of the theorem of Fujisaki, Kallianpur and Kunita regarding the MRT-like characterisation of square integrable random variables measurable with respect to the a …