Robust filtering: correlated noise and multidimensional observation (Q373852): Difference between revisions

@@ Property / author @@
-Dan Crisan
@@ Property / author: Dan Crisan / rank @@
-Normal rank
@@ Property / author @@
-Peter K. Friz
@@ Property / author: Peter K. Friz / rank @@
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@@ Property / author @@
-Harald Oberhauser
@@ Property / author: Harald Oberhauser / rank @@
-Normal rank
@@ Property / author @@
+Dan Crisan
@@ Property / author: Dan Crisan / rank @@
+Normal rank
@@ Property / author @@
+Peter K. Friz
@@ Property / author: Peter K. Friz / rank @@
+Normal rank
@@ Property / author @@
+Harald Oberhauser
@@ Property / author: Harald Oberhauser / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G35
@@ Property / Mathematics Subject Classification ID: 60G35 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 62M20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E10
@@ Property / Mathematics Subject Classification ID: 93E10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E11
@@ Property / Mathematics Subject Classification ID: 93E11 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C10
@@ Property / Mathematics Subject Classification ID: 93C10 / rank @@
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@@ Property / zbMATH DE Number @@
+6220096
@@ Property / zbMATH DE Number: 6220096 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic filtering problem
@@ Property / zbMATH Keywords: stochastic filtering problem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+signal detection
@@ Property / zbMATH Keywords: signal detection / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+correlated noise
@@ Property / zbMATH Keywords: correlated noise / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+robustness
@@ Property / zbMATH Keywords: robustness / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+rough path theory
@@ Property / zbMATH Keywords: rough path theory / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / arXiv ID @@
+.1858
@@ Property / arXiv ID: 1201.1858 / rank @@
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@@ Property / cites work @@
+White noise theory of robust nonlinear filtering with correlated state and observation noises
+Normal rank
@@ Property / cites work @@
+Fundamentals of stochastic filtering
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+Flow decomposition and large deviations
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+Q4003876
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+Pathwise Stochastic Control Problems and Stochastic HJB Equations
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+On a robust version of the integral representation formula of nonlinear filtering
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+On a multiplicative functional transformation arising in nonlinear filtering theory
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+Pathwise Nonlinear Filtering for Nondegenerate Diffusions with Noise Correlation
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+The Monte-Carlo method for filtering with discrete-time observations
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+Robust filtering for correlated multidimensional observations
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+Zakai equation of nonlinear filtering with unbounded coefficients. The case of dependent noises
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+Continuity of the Filter with Unbounded Observation Coefficients
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+Multidimensional Stochastic Processes as Rough Paths
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+A robust discrete state approximation to the optimal nonlinear filter for a diffusiont
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+Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
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+System Control and Rough Paths
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+Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
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+On the gap between deterministic and stochastic ordinary differential equations
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@@ links / mardi / name / links / mardi / name @@
+Publication:373852