Pages that link to "Item:Q1614846"
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The following pages link to Linear estimation of continuous-discrete linear state space models with multiplicative noise (Q1614846):
Displayed 6 items.
- 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 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)