The filtering problem: an application of weak approximations of SDEs

DOI10.1051/PROC:071906zbMath1359.60056OpenAlexW2001450456MaRDI 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

Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integral equations (60H20)

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