Continuous-time approximations for the nonlinear filtering problem (Q1138527): Difference between revisions

@@ Property / author @@
+Giovanni B. Di Masi
@@ Property / author: Giovanni B. Di Masi / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Q4139359
@@ Property / cites work: Q4139359 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation Errors
+Normal rank
@@ Property / cites work @@
+Probability methods for approximations in stochastic control and for elliptic equations
+Normal rank
@@ Property / cites work @@
+Approximations for functionals and optimal control problems on jump diffusion processes
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5657423
@@ Property / cites work: Q5657423 / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimal filtering of diffusion processes
@@ Property / cites work: On the optimal filtering of diffusion processes / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf01442118
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@@ Property / OpenAlex ID @@
+W2057915640
@@ Property / OpenAlex ID: W2057915640 / rank @@
+Normal rank