Signal processing with Lévy information

DOI10.1142/9789811246494_0011MaRDI QIDQ5072624zbMATH OpenOpenAlexFDO

Authors Dorje C. Brody, Lane P. Hughston, Xun Yang

Publication date 29 April 2022

Published in Financial Informatics (Search for Journal in Brave)

Full work available at URL http://rspa.royalsocietypublishing.org/content/469/2149/20120433

zbMATH Keywords

cyberneticsEsscher transformationinformation processLévy processnonlinear filteringsignal processing

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Information theory (general) (94A15)

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(3)

• Model selection for the robust efficient signal processing observed with small Lévy noise
• scientific article; zbMATH DE number 7576209 (Why is no real title available?)
• Signal processing with Lévy information

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