Filtering for fast mean-reverting processes (Q3082146)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering for fast mean-reverting processes |
scientific article |
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Filtering for fast mean-reverting processes (English)
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9 March 2011
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nonlinear filtering
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tracking
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fast mean reversion
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Kramers-Smoluchowski method
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numerical examples
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algorithms
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multi-scale models
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Baum-Welch recursion
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