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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| English | 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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