The filtering problem: an application of weak approximations of SDEs

DOI10.1051/proc:071906zbMath1359.60056MaRDI QIDQ5427535

Saadia Ghazali

Publication date: 20 November 2007

Published in: ESAIM: Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc:071906

Mathematics Subject Classification ID

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

60H30: Applications of stochastic analysis (to PDEs, etc.)

60H20: Stochastic integral equations