The following pages link to Measure Theory and Filtering (Q4828278):
Displayed 11 items.
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- A filter for a state space model with fractional Gaussian noise (Q608478) (← links)
- Backward representation of Markov jump processes and related problems. II. Optimal nonlinear estimation (Q885751) (← links)
- Optimal estimates for the operating parameters of an information web portal (Q1956891) (← links)
- Data-driven modeling of the temporal evolution of breakers' states in the French electrical transmission grid (Q2085135) (← links)
- Optimization of queuing system via stochastic control (Q2391328) (← links)
- Risk-sensitive filtering for jump Markov linear systems (Q2476208) (← links)
- Risk‐sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation (Q4908475) (← links)
- Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain (Q4997194) (← links)
- Filtering Response Directions (Q5162853) (← links)
- The sound of silence: equilibrium filtering and optimal censoring in financial markets (Q5197399) (← links)