Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems (Q2065596)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems |
scientific article |
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Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems (English)
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12 January 2022
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Lévy processes
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non-local Fokker-Planck equations
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superposition principles
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nonlinear filtering problems
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robustness
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