The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness (Q2249409)
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scientific article; zbMATH DE number 6312140
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| English | The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness |
scientific article; zbMATH DE number 6312140 |
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The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness (English)
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1 July 2014
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filtering
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jump-diffusion processes
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0.9099722504615784
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0.8651702404022217
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0.8624320030212402
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