Nonlinear filtering of stochastic differential equations with correlated Lévy noises (Q5086724)
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scientific article; zbMATH DE number 7554017
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear filtering of stochastic differential equations with correlated Lévy noises |
scientific article; zbMATH DE number 7554017 |
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Nonlinear filtering of stochastic differential equations with correlated Lévy noises (English)
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7 July 2022
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nonlinear filtering problems
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correlated Lévy noises
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Kushner-Stratonovich and Zakai equations
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pathwise uniqueness
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uniqueness in joint law
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