A robust discrete state approximation to the optimal nonlinear filter for a diffusiont (Q3854388): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/17442507908833139 / rank | |||
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| Property / cites work: Probability methods for approximations in stochastic control and for elliptic equations / rank | |||
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| Property / cites work: Approximations for functionals and optimal control problems on jump diffusion processes / rank | |||
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Latest revision as of 02:42, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust discrete state approximation to the optimal nonlinear filter for a diffusiont |
scientific article |
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A robust discrete state approximation to the optimal nonlinear filter for a diffusiont (English)
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1979
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robust discrete state approximation
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nonlinear filtering problem
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diffusion model
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