Pages that link to "Item:Q930340"
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The following pages link to Fundamentals of stochastic filtering (Q930340):
Displaying 50 items.
- Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
- Effective filtering analysis for non-Gaussian dynamic systems (Q2019997) (← links)
- Limit theorems for cloning algorithms (Q2029767) (← links)
- EM algorithm for stochastic hybrid systems (Q2040945) (← links)
- Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions (Q2041038) (← links)
- Robust filtering and propagation of uncertainty in hidden Markov models (Q2042836) (← links)
- On the performance of particle filters with adaptive number of particles (Q2066734) (← links)
- Feedback particle filter for collective inference (Q2072656) (← links)
- Stability of non-linear filter for deterministic dynamics (Q2072662) (← links)
- Bayesian sequential least-squares estimation for the drift of a Wiener process (Q2074995) (← links)
- Analysis of sparse grid multilevel estimators for multi-dimensional Zakai equations (Q2091299) (← links)
- An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations (Q2093308) (← links)
- CTRW modeling of quantum measurement and fractional equations of quantum stochastic filtering and control (Q2110179) (← links)
- Automated generation of conditional moment equations for stochastic reaction networks (Q2112168) (← links)
- An \(L_p\)-maximal regularity estimate of moments of solutions to second-order stochastic partial differential equations (Q2125634) (← links)
- Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
- Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters (Q2141912) (← links)
- Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
- Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes (Q2172796) (← links)
- Asymptotic error distributions of the Euler method for continuous-time nonlinear filtering (Q2174790) (← links)
- The Hitchhiker's guide to nonlinear filtering (Q2176457) (← links)
- Weak symmetries of stochastic differential equations driven by semimartingales with jumps (Q2184605) (← links)
- Compositionally-warped Gaussian processes (Q2185629) (← links)
- Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
- Using maximum cross section method for filtering jump-diffusion random processes (Q2187855) (← links)
- Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz '96 atmospheric model (Q2190694) (← links)
- The geometry of differential constraints for a class of evolution PDEs (Q2197167) (← links)
- Symplectic Runge-Kutta discretization of a regularized forward-backward sweep iteration for optimal control problems (Q2199787) (← links)
- Multilevel particle filters for the non-linear filtering problem in continuous time (Q2209712) (← links)
- Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
- The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness (Q2249409) (← links)
- Linearized filtering of affine processes using stochastic Riccati equations (Q2289789) (← links)
- Optimal stopping of a Brownian bridge with an unknown pinning point (Q2289811) (← links)
- Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
- Nudging the particle filter (Q2302493) (← links)
- Kernel-based collocation methods for Zakai equations (Q2303972) (← links)
- Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045) (← links)
- Tail distribution estimates for one-dimensional diffusion processes (Q2320182) (← links)
- Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
- Dynamic credit quality evaluation with social network data (Q2337027) (← links)
- Generalised particle filters with Gaussian mixtures (Q2348297) (← links)
- Study of a degenerate elliptic equation in an optimal consumption problem under partial information (Q2352145) (← links)
- Blended particle methods with adaptive subspaces for filtering turbulent dynamical systems (Q2356853) (← links)
- Randomised mixture models for pricing kernels (Q2398578) (← links)
- A geometric framework for stochastic shape analysis (Q2420636) (← links)
- Momentum-space approach to asymptotic expansion for stochastic filtering (Q2434137) (← links)
- Large deviations for optimal filtering with fractional Brownian motion (Q2444644) (← links)
- Variational recursive joint estimation of dense scene structure and camera motion from monocular high speed traffic sequences (Q2450403) (← links)
- Pathwise stochastic control with applications to robust filtering (Q2657939) (← links)
- Splitting-up spectral method for nonlinear filtering problems with correlation noises (Q2674172) (← links)
