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Robustness of the nonlinear filter: the correlated case. - MaRDI portal

Robustness of the nonlinear filter: the correlated case. (Q1766038)

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scientific article; zbMATH DE number 2138931
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Robustness of the nonlinear filter: the correlated case.
scientific article; zbMATH DE number 2138931

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    Robustness of the nonlinear filter: the correlated case. (English)
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    25 February 2005
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    nonlinear filtering
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    correlated signal and noise
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    robustness
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    pathwise formulae for stochastic differential equations
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