Robustness in Stochastic Filtering and Maximum Likelihood Estimation for SDEs
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Publication:5256558
DOI10.1007/978-3-319-08159-5_8zbMath1320.93081MaRDI QIDQ5256558
Hilmar Mai, Joscha Diehl, Wilhelm Stannat, Peter K. Friz, Sebastian Riedel, 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
93E11: Filtering in stochastic control theory
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E10: Estimation and detection in stochastic control theory