Pages that link to "Item:Q1109415"
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The following pages link to Unique characterization of conditional distributions in nonlinear filtering (Q1109415):
Displaying 50 items.
- Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
- Dynamic Markov bridges motivated by models of insider trading (Q550151) (← links)
- Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme (Q639060) (← links)
- A benchmark approach to risk-minimization under partial information (Q743152) (← links)
- On extending classical filtering equations (Q958936) (← links)
- Occupancy numbers for dynamic heterogeneous populations: Estimate of particles lifetimes (Q997302) (← links)
- A separation principle for partially observed control of singular stochastic processes (Q1000011) (← links)
- Nonlinear filtering of semi-Dirichlet processes (Q1041054) (← links)
- Deterministic feedback linearization, Girsanov transformations and finite-dimensional filters (Q1262281) (← links)
- Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation (Q1394524) (← links)
- Non-linear filtering and optimal investment under partial information for stochastic volatility models (Q1650844) (← links)
- Filtered likelihood for point processes (Q1745614) (← links)
- Robust parameter estimation for stochastic differential equations (Q1774563) (← links)
- Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems (Q1807281) (← links)
- On uniqueness of solutions for the stochastic differential equations of nonlinear filtering (Q1872446) (← links)
- Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions (Q2041038) (← links)
- Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
- Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
- Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
- The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness (Q2249409) (← links)
- Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
- Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise (Q2274261) (← links)
- Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise (Q2289783) (← links)
- Linearized filtering of affine processes using stochastic Riccati equations (Q2289789) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification (Q2448789) (← links)
- Filtering on a partially observed ultra-high-frequency data model (Q2501130) (← links)
- Modelling a multitype branching Brownian motion: Filtering of a measure-valued process (Q2502274) (← links)
- A countable representation of the Fleming-Viot measure-valued diffusion (Q2563930) (← links)
- Information and entropy flow in the Kalman-Bucy filter (Q2575531) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- On the convergence of the wavelet-Galerkin method for nonlinear filtering (Q2930577) (← links)
- Nonlinear Filtering for Jump Diffusion Observations (Q3167334) (← links)
- Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition (Q3462516) (← links)
- Un théorème d'unicité pour l'equation de zakaï (Q3472926) (← links)
- Controlled Heterogeneous Collection: The Role of Occupation Numbers (Q3535623) (← links)
- Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance (Q3625462) (← links)
- Martingale measures and partially observable diffusions (Q3977276) (← links)
- PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
- Uncertainties in the 2004 Sumatra–Andaman source through nonlinear stochastic inversion of tsunami waves (Q4557159) (← links)
- Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection (Q4636366) (← links)
- UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (Q4649503) (← links)
- AN ESTIMATE OF THE APPROXIMATION ERROR IN THE FILTERING OF A DISCRETE JUMP PROCESS (Q4798860) (← links)
- Unique strong solutions of Lévy processes driven stochastic differential equations with discontinuous coefficients (Q5086436) (← links)
- Nonlinear filtering of stochastic differential equations with correlated Lévy noises (Q5086724) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
- Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise (Q5215007) (← links)
- Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability (Q5219548) (← links)
- PRICING FOR GEOMETRIC MARKED POINT PROCESSES UNDER PARTIAL INFORMATION: ENTROPY APPROACH (Q5324400) (← links)
- A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH (Q5483505) (← links)