Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation (Q1767545)
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scientific article; zbMATH DE number 2142152
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| English | Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation |
scientific article; zbMATH DE number 2142152 |
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Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation (English)
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8 March 2005
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nonparametric functional estimation
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simulations
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particle filter algorithm
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0.8439924120903015
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0.8334923386573792
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0.8216798901557922
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0.8207599520683289
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0.8206431865692139
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