A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations (Q468732): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G15 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G17 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H30 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H05 / rank | |||
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| Property / zbMATH DE Number: 6366972 / rank | |||
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| Property / zbMATH Keywords | |||
existence of path integrals | |||
| Property / zbMATH Keywords: existence of path integrals / rank | |||
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integrability of rough differential equations with Gaussian signals | |||
| Property / zbMATH Keywords: integrability of rough differential equations with Gaussian signals / rank | |||
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Clark's robustness problem in nonlinear filtering | |||
| Property / zbMATH Keywords: Clark's robustness problem in nonlinear filtering / rank | |||
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viscosity solutions of RPDEs | |||
| Property / zbMATH Keywords: viscosity solutions of RPDEs / rank | |||
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Revision as of 16:03, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations |
scientific article |
Statements
A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations (English)
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7 November 2014
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existence of path integrals
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integrability of rough differential equations with Gaussian signals
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Clark's robustness problem in nonlinear filtering
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viscosity solutions of RPDEs
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