Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences (Q5162017)

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scientific article; zbMATH DE number 7418377
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Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences
scientific article; zbMATH DE number 7418377

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    Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences (English)
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    1 November 2021
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    nonlinear filtering problem
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    backward SDEs
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    jump diffusion processes
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    material sciences
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