Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation (Q1767545)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation |
scientific article |
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Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation (English)
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8 March 2005
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nonparametric functional estimation
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simulations
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particle filter algorithm
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