Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation

DOI10.1214/EJP.v9-214zbMath1065.60151OpenAlexW2066551206MaRDI QIDQ1767545

Michael A. Kouritzin, Jie Xiong, Wei Sun

Publication date: 8 March 2005

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/124798

zbMATH Keywords

simulationsnonparametric functional estimationparticle filter algorithm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Brownian motion (60J65) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Processes in random environments (60K37)

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