scientific article; zbMATH DE number 431865

zbMATH Open0783.60045MaRDI QIDQ3138644FDOQ3138644

Authors: Eckhard Platen, Henri Schurz, Peter E. Kloeden 

Publication date: 14 March 1994

Title of this publication is not available (Why is that?)

Recommendations

• Filtering of continuous-time Markov chains
• Discrete-time approximation of Wonham filters
• On Filtering of Markov Chains in Strong Noise
• Exact adaptive filters for Markov chains observed in Gaussian noise
• Asymptotic filtering for finite state Markov chains

zbMATH Keywords

Wiener processapproximate discrete time filters for continuous time finite-state Markov chains

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (6)

• Stability of weak numerical schemes for stochastic differential equations
• Filtering of continuous-time Markov chains
• Exact and approximate hidden Markov chain filters based on discrete observations
• Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process
• Discrete-time approximation of Wonham filters
• Stability of weak numerical schemes for stochastic differential equations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3138644)