Linearized filtering of affine processes using stochastic Riccati equations (Q2289789)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linearized filtering of affine processes using stochastic Riccati equations |
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Linearized filtering of affine processes using stochastic Riccati equations (English)
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24 January 2020
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affine process
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filtering
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conditional law
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Riccati equation
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Zakai equation
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