Nonlinear filtering of stochastic dynamical systems with Lévy noises (Q3450515)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear filtering of stochastic dynamical systems with Lévy noises |
scientific article |
Statements
Nonlinear filtering of stochastic dynamical systems with Lévy noises (English)
0 references
6 November 2015
0 references
nonlinear filtering
0 references
stochastic dynamical systems
0 references
Lévy noise
0 references
stochastic partial differential equations
0 references
Zakai equation
0 references
Kushner-Stratonovich equation
0 references
