scientific article; zbMATH DE number 5919869

MaRDI QIDQ3015758zbMATH OpenFDO

Authors

Publication date 13 July 2011

zbMATH Keywords

approximationdiscretizationfilteringLipschitz functionstochastic integral

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cited in

(8)

• A note about the filtering problem in discrete time making use of weak convergence of probability measures
• Multilevel particle filters for the non-linear filtering problem in continuous time
• A high order time discretization of the solution of the non-linear filtering problem
• Numerical solution for a class of SPDEs over bounded domains
• On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series
• scientific article; zbMATH DE number 5855521 (Why is no real title available?)
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• Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models

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