Nonlinear filtering for diffusions in random environments

DOI10.1023/A:1022223518746zbMATH Open1014.60045MaRDI QIDQ1868441FDOQ1868441

Authors: Michael A. Kouritzin, Hongwei Long, Wei Sun 

Publication date: 27 April 2003

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

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zbMATH Keywords

filteringrandom environmentDirichlet formhistorical processmultiple Wiener integral representation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Processes in random environments (60K37)

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• Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation
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