Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise
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Publication:2289783
DOI10.1016/j.spa.2019.02.009zbMath1471.60052OpenAlexW2921201503MaRDI QIDQ2289783
Jie Xiong, Xiaoyang Pan, Vasileios Maroulas
Publication date: 24 January 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2019.02.009
Signal detection and filtering (aspects of stochastic processes) (60G35) Large deviations (60F10) Jump processes on discrete state spaces (60J74)
Related Items (2)
Some Large Deviation Asymptotics in Small Noise Filtering Problems ⋮ Nonlinear filtering of stochastic differential equations with correlated Lévy noises
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