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Rates for branching particle approximations of continuous-discrete filters - MaRDI portal

Rates for branching particle approximations of continuous-discrete filters (Q2496507)

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Rates for branching particle approximations of continuous-discrete filters
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    Rates for branching particle approximations of continuous-discrete filters (English)
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    10 July 2006
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    filtering
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    reference probability measure method
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    branching particle approximations
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    rates of convergence
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    Fourier analysis
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