Nonlinear filtering problems. II: Associated equations
From MaRDI portal
Cited in
(21)- A nonlinear filtering problem and its applications
- Filtering problems for conditionally linear systems with non-Gaussian initial conditions
- A Gaussian-generalized inverse Gaussian finite-dimensional filter.
- Adaptive optimal nonlinear filtering and some related problems. II
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- Nonlinear filtering equations for stochastic processes with jumps
- Filtering equations for partially observable diffusion processes with Lipschitz continuous coefficients
- Second Order Minimum Energy Filtering on $${\text {SE}}_{3}$$ with Nonlinear Measurement Equations
- scientific article; zbMATH DE number 3852935 (Why is no real title available?)
- scientific article; zbMATH DE number 3856964 (Why is no real title available?)
- scientific article; zbMATH DE number 4168252 (Why is no real title available?)
- Lie-trotter product formulas for nonlinear filtering
- The Wiener continuous disorder problem
- A class of solvable nonlinear filters
- Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation
- scientific article; zbMATH DE number 278996 (Why is no real title available?)
- scientific article; zbMATH DE number 2188841 (Why is no real title available?)
- On the stochastic differential equations of filtering theory
- On the stochastic differential equations of filtering theory
- On pricing and hedging options in regime-switching models with feedback effect
- On extending classical filtering equations
This page was built for publication: Nonlinear filtering problems. II: Associated equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3015740)
