Kalman--Bucy Filtering and Minimum Mean Square Estimator under Uncertainty (Q5009772): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Parameter Uncertainty in the Kalman--Bucy Filter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4003646 / rank
 
Normal rank
Property / cites work
 
Property / cites work: CONVEX RISK MEASURES FOR GOOD DEAL BOUNDS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to stochastic control theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: An RKHS approach to robust L/sup 2/ estimation and signal detection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997913 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimax a posteriori estimation of the Markov processes with finite state spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Wonham filter under uncertainty: A game-theoretic approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ambiguity, Risk, and Asset Returns in Continuous Time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust \(H_{\infty }\)-filter design for neutral stochastic uncertain systems with time-varying delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: <i>H</i><sub>∞</sub>filter design for continuous-time systems with quantised signals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3878440 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representation of the penalty term of dynamic concave utilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ambiguous volatility, possibility and utility in continuous time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimax Theorems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic finance. An introduction in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic processes and filtering theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: A filtering problem with uncertainty in observation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A robust Kalman-Bucy filtering problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: The minimum mean square estimator of integrable variables under sublinear operators / rank
 
Normal rank
Property / cites work
 
Property / cites work: On convex risk measures on \(L^{p}\)-spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039796 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Utility maximization with partial information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Filtering and smoothing in an H/sup infinity / setting / rank
 
Normal rank
Property / cites work
 
Property / cites work: A solution of the filtering and smoothing problems for uncertain-stochastic linear dynamic systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357507 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time stochastic control and optimization with financial applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: From Hahn--Banach to monotonicity / rank
 
Normal rank
Property / cites work
 
Property / cites work: The least squares estimator of random variables under sublinear expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3503154 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean‐Variance Portfolio Selection under Partial Information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3874718 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3149262 / rank
 
Normal rank

Revision as of 08:16, 26 July 2024

scientific article; zbMATH DE number 7379388
Language Label Description Also known as
English
Kalman--Bucy Filtering and Minimum Mean Square Estimator under Uncertainty
scientific article; zbMATH DE number 7379388

    Statements

    Kalman--Bucy Filtering and Minimum Mean Square Estimator under Uncertainty (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    6 August 2021
    0 references
    Kalman-Bucy filtering
    0 references
    minimum mean square estimator
    0 references
    drift uncertainty
    0 references
    convex operator
    0 references
    minimax theorem
    0 references
    backward stochastic differential equation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers