Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)
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Cites work
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 1358322 (Why is no real title available?)
- Optimal prediction with memory
- Perturbation theory for linear operators.
- Sampling the posterior: an approach to non-Gaussian data assimilation
- Stochastic processes and filtering theory
- Stochastic tools in mathematics and science.
- Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
Cited in
(6)- Kernel learning backward SDE filter for data assimilation
- Kalman filter parameter estimation for a nonlinear diffusion model of epithelial cell migration using stochastic collocation and the Karhunen-Loeve expansion
- Uniqueness of the Gaussian Kernel for Scale-Space Filtering
- Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals
- Autocorrelation-Driven Diffusion Filtering
- Perron–Frobenius Operator Filter for Stochastic Dynamical Systems
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