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Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method - MaRDI portal

Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method (Q5265777)

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scientific article; zbMATH DE number 6467379
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Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method
scientific article; zbMATH DE number 6467379

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    Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method (English)
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    29 July 2015
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    nonlinear filtering
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    conditional hitting time
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    Brownian bridge method
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