Pages that link to "Item:Q4036109"
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The following pages link to A local linearization approach to nonlinear filtering (Q4036109):
Displaying 16 items.
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
- Development of a variational scheme for model inversion of multi-area model of brain. I: Simulation evaluation (Q630969) (← links)
- The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
- Non-Gaussian distribution for stock returns and related stochastic differential equation (Q1000402) (← links)
- A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany (Q1000416) (← links)
- Dynamic properties of the local linearization method for initial value problems. (Q1855145) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Efficient computation of phi-functions in exponential integrators (Q2306400) (← links)
- Rate of convergence of local linearization schemes for initial-value problems (Q2491023) (← links)
- Generalized dissipative state estimation for discrete-time nonhomogeneous semi-Markov jump nonlinear systems (Q2667465) (← links)
- Estimation for nonlinear stochastic differential equations by a local linearization method<sup>1</sup> (Q4208316) (← links)
- Approximation of continuous time stochastic processes by the local linearization method revisited (Q4542846) (← links)
- Local linearization filters for non-linear continuous-discrete state space models with multiplicative noise (Q4810933) (← links)
- Smoothing data with local instabilities for the identification of chaotic systems (Q4876776) (← links)
- Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model (Q5460680) (← links)
- Dynamic systems with random structure: An approach to the generation of nonstationary stochastic processes (Q5926834) (← links)
