Pages that link to "Item:Q5052355"
From MaRDI portal
The following pages link to ADJOINT FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY JUMP DIFFUSION PROCESSES AND ITS APPLICATION TO NONLINEAR FILTERING PROBLEMS (Q5052355):
Displayed 4 items.
- A drift homotopy implicit particle filter method for nonlinear filtering problems (Q2129141) (← links)
- Data informed solution estimation for forward-backward stochastic differential equations (Q4995043) (← links)
- Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences (Q5162017) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)