Robustness of the nonlinear filter: the correlated case. (Q1766038)
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scientific article; zbMATH DE number 2138931
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| English | Robustness of the nonlinear filter: the correlated case. |
scientific article; zbMATH DE number 2138931 |
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Robustness of the nonlinear filter: the correlated case. (English)
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25 February 2005
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nonlinear filtering
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correlated signal and noise
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robustness
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pathwise formulae for stochastic differential equations
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0.8771989941596985
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0.8758596181869507
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0.8741552233695984
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0.836894690990448
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