Intertwinned Diffusions by Examples

DOI10.1007/978-3-642-15358-7_4zbMath1227.60075OpenAlexW1823380613MaRDI QIDQ3015678

Xue-Mei Li

Publication date: 13 July 2011

Published in: Stochastic Analysis 2010 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-15358-7_4

zbMATH Keywords

diffusionnonlinear filteringstochastic flow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60)

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