A Martingale-Free Introduction to Conditional Gaussian Nonlinear Systems

MaRDI QIDQ6751404arXivFDO

Authors Marios Andreou, Nan Chen

Publication date 2024

Published in arXiv

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Data smoothing in stochastic control theory (93E14)

arXiv classification

math.DS

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