Pages that link to "Item:Q3019511"
From MaRDI portal
The following pages link to Linear and non-linear filtering in mathematical finance: a review (Q3019511):
Displaying 10 items.
- Simplified formulas for the mean and variance of linear stochastic differential equations (Q289367) (← links)
- Explicit solution of a nonlinear filtering problem for Lévy processes with application to finance (Q1884729) (← links)
- Particle filtering for a class of cyber-physical systems under round-robin protocol subject to randomly occurring deception attacks (Q2054086) (← 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)
- A benchmark approach to filtering in finance (Q2575441) (← links)
- Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance (Q3625462) (← links)
- Time-varying forecasts by variational approximation of sequential Bayesian inference (Q5001109) (← links)
- An automated financial indices-processing scheme for classifying market liquidity regimes (Q5020784) (← links)
- Optional decomposition of optional supermartingales and applications to filtering and finance (Q5087026) (← links)
- An energy-based deep splitting method for the nonlinear filtering problem (Q6103776) (← links)
