scientific article
From MaRDI portal
Publication:2790509
zbMath1331.93203MaRDI QIDQ2790509
No author found.
Publication date: 4 March 2016
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Processes with independent increments; Lévy processes (60G51) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items
The Kalman-Bucy filter for integrable Lévy processes with infinite second moment, Nonlinear filtering of stochastic differential equations with correlated Lévy noises, Fractional generalizations of filtering problems and their associated fractional Zakai equations, Using maximum cross section method for filtering jump-diffusion random processes, Data assimilation and parameter estimation for a multiscale stochastic system withα-stable Lévy noise, Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences, Effective filtering analysis for non-Gaussian dynamic systems, Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise, Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative \(\alpha \)-stable noises
