scientific article

From MaRDI portal

Revision as of 00:23, 6 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3966020

Jump to:navigation, search

zbMath0499.93057MaRDI QIDQ3966020

Wolfgang J. Runggaldier, Giovanni B. Di Masi

Publication date: 1982

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

nonlinear filtering finite-dimensional filters robust approximations mixed observations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Stochastic approximation (62L20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Nonlinear filtering for jump-diffusions ⋮ Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes ⋮ Markov chain approximations to filtering equations for reflecting diffusion processes. ⋮ Robustness of the nonlinear filter

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3966020&oldid=17678035"