Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations (Q2954475)

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Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations
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    Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations (English)
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    13 January 2017
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    nonlinear filtering theory
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    Duncan-Mortensen-Zakai equation
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    stochastic partial differential equations
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    stochastic McKean-Vlasov equations
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