Rates for branching particle approximations of continuous-discrete filters (Q2496507): Difference between revisions

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+Hölder continuity for spatial and path processes via spectral analysis
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+Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance
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+Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation
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+Nonlinear filtering and measure-valued processes
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+On a class of discrete generation interacting particle systems
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+Testing \(\alpha\)-stable processes in capturing the queueing behavior of broadband teletraffic
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+A law of the iterated logarithm for stochastic processes defined by differential equations with a small parameter
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+Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
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+A Monte Carlo Method for Scalar Reaction Diffusion Equations
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