Filtering With Uncertain Noise
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Publication:2989593
Cited in
(6)- Filtering in Rotated Time-Frequency Domains With Unknown Noise Statistics
- A filtering problem with uncertainty in observation
- A stochastic control approach to bid-ask price modelling
- Filtering With Heavy Tails
- Stochastic volatility with regime switching and uncertain noise: filtering with sub-linear expectations
- Backward stochastic differential equations with regime-switching and sublinear expectations
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