Maximum cross section method in the filtering problem for continuous systems with Markovian switching (Q1983514)

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Maximum cross section method in the filtering problem for continuous systems with Markovian switching
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    Maximum cross section method in the filtering problem for continuous systems with Markovian switching (English)
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    10 September 2021
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    stochastic differential equation with Markovian switching
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    system with random structure
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    statistical modelling
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    Monte Carlo method
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    maximum cross section method
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    particle filter
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