Robust parameter estimation for stochastic differential equations (Q1774563)

From MaRDI portal
Revision as of 09:10, 27 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Robust parameter estimation for stochastic differential equations
scientific article

    Statements

    Robust parameter estimation for stochastic differential equations (English)
    0 references
    0 references
    0 references
    17 May 2005
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Zakai equation
    0 references
    robust nonlinear filtering
    0 references
    Feynman-Kac formula
    0 references
    numerics
    0 references