Stochastic Filtering for Diffusion Processes With Level Crossings

DOI10.1109/TAC.2011.2157404zbMath1368.93705MaRDI QIDQ5347851

Ling Shi, Agostino Capponi, Ibrahim Fatkullin

Publication date: 25 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

60J60: Diffusion processes

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