Approximate Nonlinear Filtering for a Two-Dimensional Diffusion with One-Dimensional Observations in a Low Noise Channel (Q4442963)
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scientific article; zbMATH DE number 2024242
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| English | Approximate Nonlinear Filtering for a Two-Dimensional Diffusion with One-Dimensional Observations in a Low Noise Channel |
scientific article; zbMATH DE number 2024242 |
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Approximate Nonlinear Filtering for a Two-Dimensional Diffusion with One-Dimensional Observations in a Low Noise Channel (English)
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8 January 2004
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stochastic differential models
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nonlinear filtering
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approximate filters
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0.8868728876113892
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0.8454859256744385
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0.8453276753425598
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0.834679126739502
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