Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method (Q5265777)
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scientific article; zbMATH DE number 6467379
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English | Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method |
scientific article; zbMATH DE number 6467379 |
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Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method (English)
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29 July 2015
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nonlinear filtering
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conditional hitting time
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Brownian bridge method
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