Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise
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Publication:2289783
DOI10.1016/j.spa.2019.02.009zbMath1471.60052OpenAlexW2921201503MaRDI QIDQ2289783
Jie Xiong, Xiaoyang Pan, Vasileios Maroulas
Publication date: 24 January 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2019.02.009
Signal detection and filtering (aspects of stochastic processes) (60G35) Large deviations (60F10) Jump processes on discrete state spaces (60J74)
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Some Large Deviation Asymptotics in Small Noise Filtering Problems ⋮ Nonlinear filtering of stochastic differential equations with correlated Lévy noises
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