Filtrage d'une diffusion reflechie a sauts, observee a travers un processus ponctuel marque (Q4885237)
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scientific article; zbMATH DE number 903603
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| English | Filtrage d'une diffusion reflechie a sauts, observee a travers un processus ponctuel marque |
scientific article; zbMATH DE number 903603 |
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Filtrage d'une diffusion reflechie a sauts, observee a travers un processus ponctuel marque (English)
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4 November 1996
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nonlinear filtering
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reflected diffusion with jumps
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marked point process
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approximate filter
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stochastic differential calculus
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0.91648453
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0.8877452
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0.8860111
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0.8836508
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0.88156354
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0.8811445
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