A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations (Q468732)
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scientific article; zbMATH DE number 6366972
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| English | A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations |
scientific article; zbMATH DE number 6366972 |
Statements
A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations (English)
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7 November 2014
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existence of path integrals
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integrability of rough differential equations with Gaussian signals
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Clark's robustness problem in nonlinear filtering
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viscosity solutions of RPDEs
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0.804533064365387
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0.8012910485267639
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0.8012910485267639
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0.7841729521751404
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0.7753924131393433
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