Pages that link to "Item:Q2554295"
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The following pages link to Stochastic differential equations for the non linear filtering problem (Q2554295):
Displaying 50 items.
- Optimal investment and consumption under partial information (Q261540) (← links)
- Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric (Q276014) (← links)
- Dimensional reduction in nonlinear filtering: a homogenization approach (Q389065) (← links)
- Control: a perspective (Q463779) (← links)
- A finitely additive white noise approach to nonlinear filtering (Q594830) (← links)
- On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain (Q647187) (← links)
- Martingale conditions for the optimal control of continuous time stochastic systems (Q800033) (← links)
- Remarks on the finite energy condition in additive white noise filtering (Q800882) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- A necessary and sufficient condition for invertibility of adapted perturbations of identity on Wiener space (Q943650) (← links)
- On extending classical filtering equations (Q958936) (← links)
- Optimal investment under partial information (Q966433) (← links)
- Interactive statistical mechanics and nonlinear filtering (Q1012660) (← links)
- Entropy, invertibility and variational calculus of adapted shifts on Wiener space (Q1039419) (← links)
- Nonlinear filtering of semi-Dirichlet processes (Q1041054) (← links)
- Nonlinear filtering equations for two-parameter semimartingales (Q1052745) (← links)
- Least-squares state estimation of systems with state-dependent observation noise (Q1059039) (← links)
- Optimal estimation of nonlinear state nonlinear observation systems (Q1106802) (← links)
- On stochastic observability and controllability (Q1138519) (← links)
- A minimum principle for stochastic control problems with output feedback (Q1158396) (← links)
- Theory of stochastic processes (Q1158878) (← links)
- Supplement to 'A survey of data smoothing' (Q1214385) (← links)
- A note on the structure of optimal stochastic controls (Q1218388) (← links)
- A new martingale approach to Kalman filtering (Q1229186) (← links)
- Stochastic processes in a finite space interval (Q1242384) (← links)
- An alternative approach to nonlinear filtering (Q1246939) (← links)
- Estimation for jump processes in the tangent bundle of a Riemann manifold (Q1248840) (← links)
- Stochastic control of system with unobserved jump parameter process (Q1249553) (← links)
- On the separation principle with bounded controls (Q1250197) (← links)
- Conception d'algorithmes parallélisables et convergents de filtrage récursif non-linéaire (Q1251626) (← links)
- Non-anticipative representations of Banach space valued Gaussian processes with respect to Brownian motion (Q1254775) (← links)
- State estimation for partially observed jump processes (Q1256265) (← links)
- Finite dimensional filters with nonlinear drift. XI: Explicit solution of the generalized Kolmogorov equation in Brockett-Mitter program (Q1281885) (← links)
- Zakai equation of nonlinear filtering with unbounded coefficients. The case of dependent noises (Q1315952) (← links)
- Recursive estimation of a discrete-time Markov chain (Q1324260) (← links)
- Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\) (Q1356631) (← links)
- Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation (Q1394524) (← links)
- Martingale representation for degenerate diffusions (Q1738994) (← links)
- Fractional generalizations of Zakai equation and some solution methods (Q1799742) (← links)
- Observation sampling and quantisation for continuous-time estimators. (Q1877401) (← links)
- Piecewise linear filtering with small observation noise (Q1895799) (← links)
- Explicit solution of a Kolmogorov equation (Q1925029) (← links)
- When is it best to follow the leader? (Q2175325) (← links)
- The parametrix method for parabolic SPDEs (Q2196545) (← links)
- Error covariance bounds for suboptimal filters with Lipschitzian drift and Poisson-sampled measurements (Q2208601) (← links)
- Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
- RAP-method (random perturbation method) for finding \(S\)-minimax control vectors and parameter estimates for some linear systems with random coefficients (Q2283941) (← links)
- Dynamic contracts and learning by doing (Q2351399) (← links)
- Linear filtering with Ornstein-Uhlenbeck process as noise (Q2371221) (← links)
- Optimal compensation with hidden action and lump-sum payment in a continuous-time model (Q2391249) (← links)
