Rough stochastic filtering

MaRDI QIDQ7193505arXivFDO

Authors Fabio Bugini, Peter Friz, Khoa Lê, Huilin Zhang

Publication date 2026

Published in arXiv

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Rough paths (60L20) Rough partial differential equations (60L50)

arXiv classification

math.PR

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