Pages that link to "Item:Q1614846"

The following pages link to Linear estimation of continuous-discrete linear state space models with multiplicative noise (Q1614846):

Displaying 12 items.

• Simplified formulas for the mean and variance of linear stochastic differential equations (Q289367) (← links)
• A weak local linearization scheme for stochastic differential equations with multiplicative noise (Q344263) (← links)
• Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← links)
• A state predictor for continuous-time stochastic systems (Q730105) (← links)
• Variance decompositions of nonlinear time series using stochastic simulation and sensitivity analysis (Q746217) (← links)
• The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
• Derivation of linear estimation algorithms from measurements affected by multiplicative and additive noises (Q966092) (← links)
• Computing high dimensional multiple integrals involving matrix exponentials (Q2095151) (← links)
• Computing multiple integrals involving matrix exponentials (Q2469632) (← links)
• An Approximate Innovation Method For The Estimation Of Diffusion Processes From Discrete Data (Q3440742) (← links)
• Iterative linearization methods for approximately optimal control and estimation of non-linear stochastic system (Q3542904) (← links)
• Local linearization filters for non-linear continuous-discrete state space models with multiplicative noise (Q4810933) (← links)