Nonlinear filtering for jump-diffusions (Q2433774)

From MaRDI portal
Revision as of 08:09, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Nonlinear filtering for jump-diffusions
scientific article

    Statements

    title
    Nonlinear filtering for jump-diffusions (English)
    0 references
    publication date
    30 October 2006
    0 references
    Mathematics Subject Classification ID
    60G35
    0 references
    60H20
    0 references
    60J75
    0 references
    zbMATH DE Number
    5068568
    0 references
    zbMATH Keywords
    nonlinear filtering
    0 references
    jump-diffusions
    0 references
    Poisson process
    0 references
    measure transformation
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2433774&oldid=26961365"
    Powered by MediaWiki