Robustness in Stochastic Filtering and Maximum Likelihood Estimation for SDEs

DOI10.1007/978-3-319-08159-5_8MaRDI QIDQ5256558zbMATH OpenOpenAlexFDO

Authors Joscha Diehl, Peter Friz, Hilmar Mai, Sebastian Riedel, Wilhelm Stannat, Harald Oberhauser

Publication date 18 June 2015

Published in Extraction of Quantifiable Information from Complex Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-08159-5_8

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

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