A direct approach to deriving filtering equations for diffusion processes
From MaRDI portal
(Redirected from Publication:1840447)
Recommendations
- On diffusion approximations for filtering
- scientific article; zbMATH DE number 4132071
- A finite-dimensional filtering of infinite-dimensional diffusion processes
- Filtering equations for partially observable diffusion processes with Lipschitz continuous coefficients
- On the Filtering Equations of a Multidimensional Diffusion Process (Increasing Coefficients)
- Filterlng of hidden diffusion processes
- Filtering for partially observed diffusion and its applications
- Non–linear filtering of diffusion processes with discontinuous observations
Cited in
(8)- Control of dynamical systems with discrete and uncertain observations
- Backward and forward filtering under the weak Hörmander condition
- Filterlng of hidden diffusion processes
- A filtering technique for system of reaction–diffusion equations
- Kalman-Bucy filter and SPDEs with growing lower-order coefficients in \(W_{p}^{1}\) spaces without weights
- Filtering equations for partially observable diffusion processes with Lipschitz continuous coefficients
- Filtering partially observable diffusions up to the exit time from a domain
- On stochastic Langevin and Fokker-Planck equations: the two-dimensional case
This page was built for publication: A direct approach to deriving filtering equations for diffusion processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1840447)