Continuous finite-dimensional locally optimal filtering of jump diffusions (Q1994802)
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scientific article; zbMATH DE number 6970708
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| English | Continuous finite-dimensional locally optimal filtering of jump diffusions |
scientific article; zbMATH DE number 6970708 |
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Continuous finite-dimensional locally optimal filtering of jump diffusions (English)
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2 November 2018
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optimal filtering
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jump diffusions
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continuous-time state estimation
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Kalman-Bucy filter
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0.8028024435043335
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0.7848921418190002
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0.7845286130905151
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0.7760130167007446
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