Robust parameter estimation for stochastic differential equations (Q1774563)
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scientific article; zbMATH DE number 2168291
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust parameter estimation for stochastic differential equations |
scientific article; zbMATH DE number 2168291 |
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Robust parameter estimation for stochastic differential equations (English)
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17 May 2005
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Zakai equation
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robust nonlinear filtering
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Feynman-Kac formula
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numerics
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