Statistical prediction algorithms for nonlinear stochastic jump-diffusion systems (Q4568435)
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scientific article; zbMATH DE number 6892595
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| English | Statistical prediction algorithms for nonlinear stochastic jump-diffusion systems |
scientific article; zbMATH DE number 6892595 |
Statements
21 June 2018
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branching processes
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conditional density
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Duncan-Mortensen-Zakai equation
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extrapolation
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Kolmogorov-Feller equation
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Monte Carlo method
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optimal filtering problem
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prediction problem
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statistical algorithm
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stochastic jump-diffusion system
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0.9040957093238832
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0.7509362697601318
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0.7422803044319153
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0.7385789155960083
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