scientific article; zbMATH DE number 3858997

zbMATH Open0539.93078MaRDI QIDQ3328419FDOQ3328419

Authors: Jean Picard 

Publication date: 1984

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

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zbMATH Keywords

discretizationEuler schemenonlinear filtering

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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• On the averaging principle for nonlinear filtering problems with random contamination
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• Observation sampling and quantisation for continuous-time estimators.
• A nonlinear filtering problem and its applications
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• Multilevel particle filters for the non-linear filtering problem in continuous time
• Filter Functions with Exponential Convergence Order
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• Solving parabolic stochastic partial differential equations via averaging over characteristics
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• Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models
• A branching particle system approximation for nonlinear stochastic filtering
• Monte Carlo methods for backward equations in nonlinear filtering
• A backward particle interpretation of Feynman-Kac formulae
• Convergence of iterated affine and morphological filters by nonlinear semigroup theory

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