Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation

DOI10.1214/EJP.V9-214zbMATH Open1065.60151OpenAlexW2066551206MaRDI QIDQ1767545FDOQ1767545

Authors: Michael A. Kouritzin, Wei Sun, Jie Xiong 

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

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zbMATH Keywords

simulationsnonparametric functional estimationparticle filter algorithm

Mathematics Subject Classification ID

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

Cited In (2)

• Nonlinear filtering for diffusions in random environments
• Nonlinear filtering of reflecting diffusion processes

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