Pages that link to "Item:Q3141174"
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The following pages link to Filtering for nonlinear systems driven by nonwhite noises:an approximation scheme (Q3141174):
Displaying 7 items.
- Filtering of a reflected Brownian motion with respect to its local time (Q2490046) (← links)
- Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance (Q3625462) (← links)
- Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation (Q4563379) (← links)
- AN ESTIMATE OF THE APPROXIMATION ERROR IN THE FILTERING OF A DISCRETE JUMP PROCESS (Q4798860) (← links)
- A backward particle interpretation of Feynman-Kac formulae (Q4933350) (← links)
- Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation (Q5109197) (← links)
- Filtering of continuous-time Markov chains with noise-free observation and applications (Q5411902) (← links)
