Erratum to: ``Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation

DOI10.1214/16-EJP21MaRDI QIDQ508454zbMATH OpenOpenAlexFDO

Authors Michael A. Kouritzin, Wei Sun, Jie Xiong

Publication date 7 February 2017

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejp/1483585525

zbMATH Keywords

nonparametric estimationparticle filterrandom environmentnonlinear filteringpathwise average distancereflecting diffusion

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Brownian motion (60J65) Processes in random environments (60K37)

Cited in

(1)

• A maximum a posteriori estimator for trajectories of diffusion processes

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