Pages that link to "Item:Q930340"

The following pages link to Fundamentals of stochastic filtering (Q930340):

Displaying 50 items.

• Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric (Q276014) (← links)
• Dividend maximization in a hidden Markov switching model (Q293597) (← links)
• On the equivalence of dynamically orthogonal and bi-orthogonal methods: theory and numerical simulations (Q349143) (← links)
• Robust filtering: correlated noise and multidimensional observation (Q373852) (← links)
• Dimensional reduction in nonlinear filtering: a homogenization approach (Q389065) (← links)
• Filtering skill for turbulent signals for a suite of nonlinear and linear extended Kalman filters (Q422963) (← links)
• On absolutely continuous compensators and nonlinear filtering equations in default risk models (Q454855) (← links)
• A Rao-blackwellized particle filter for joint parameter estimation and biomass tracking in a stochastic predator-prey system (Q465348) (← links)
• Particle-kernel estimation of the filter density in state-space models (Q470055) (← links)
• Continuous equilibrium in affine and information-based capital asset pricing models (Q470686) (← links)
• On the consistency of ensemble transform filter formulations (Q482720) (← links)
• On repeated games with imperfect public monitoring: from discrete to continuous time (Q501748) (← links)
• A dynamical systems framework for intermittent data assimilation (Q533708) (← links)
• Sharp regularity near an absorbing boundary for solutions to second order SPDEs in a half-line with constant coefficients (Q744172) (← links)
• Long-term stability of sequential Monte Carlo methods under verifiable conditions (Q744372) (← links)
• On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization (Q746254) (← links)
• Unbiased estimation of the solution to Zakai's equation (Q777905) (← links)
• Optimal recurrent nonlinear filter of a large order for jump diffusion Markov signals (Q786118) (← links)
• Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems (Q892433) (← links)
• Analysis of a sequential Monte Carlo method for optimization in dynamical systems (Q985495) (← links)
• Reinforcement learning, sequential Monte Carlo and the EM algorithm (Q1615400) (← links)
• A stochastic partial differential equation model for the pricing of mortgage-backed securities (Q1615911) (← links)
• Approximation for portfolio optimization in a financial market with shot-noise jumps (Q1616797) (← links)
• Optimal nonlinear recurrent finite memory filter (Q1647451) (← links)
• Non-linear filtering and optimal investment under partial information for stochastic volatility models (Q1650844) (← links)
• Nonlinear filtering with correlated Lévy noise characterized by copulas (Q1654334) (← links)
• Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
• Random dynamical systems: addressing uncertainty, nonlinearity and predictability (Q1678659) (← links)
• Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
• Second-order recursive filtering on the rigid-motion Lie group \(\mathrm{SE}_3\) based on nonlinear observations (Q1707992) (← links)
• Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474) (← links)
• Switching cost models as hypothesis tests (Q1714074) (← links)
• Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices (Q1739058) (← links)
• Finite-dimensional recurrent algorithms for optimal nonlinear logical-dynamical filtering (Q1742426) (← links)
• Optimal recurrent logical-dynamical finite memory filter (Q1745852) (← links)
• Importance sampling: intrinsic dimension and computational cost (Q1750255) (← links)
• Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering (Q1761434) (← links)
• Szegő's theorem and its probabilistic descendants (Q1950169) (← links)
• Mean square integral inequalities for generalized convex stochastic processes via beta function (Q1981845) (← links)
• Maximum cross section method in the filtering problem for continuous systems with Markovian switching (Q1983514) (← links)
• Optimal liquidation under partial information with price impact (Q1986008) (← links)
• Directed chain stochastic differential equations (Q1986036) (← links)
• A Brownian optimal switching problem under incomplete information (Q1990035) (← links)
• An optimal recurrent logical-dynamical filter of a high order and its covariance approximations (Q1995367) (← links)
• Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
• Effective filtering analysis for non-Gaussian dynamic systems (Q2019997) (← links)
• Limit theorems for cloning algorithms (Q2029767) (← links)
• EM algorithm for stochastic hybrid systems (Q2040945) (← links)
• Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions (Q2041038) (← links)
• Robust filtering and propagation of uncertainty in hidden Markov models (Q2042836) (← links)