Pathwise Nonlinear Filtering for Nondegenerate Diffusions with Noise Correlation
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Publication:2920961
DOI10.1137/0325016zbMath1300.60056MaRDI QIDQ2920961
Michael P. Spathopoulos, Mark H. A. Davis
Publication date: 29 September 2014
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0325016
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
58J65: Diffusion processes and stochastic analysis on manifolds
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