Nonlinear filtering for jump-diffusions (Q2433774)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear filtering for jump-diffusions |
scientific article |
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Nonlinear filtering for jump-diffusions (English)
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30 October 2006
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nonlinear filtering
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jump-diffusions
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Poisson process
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measure transformation
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