Solving approximately a prediction problem for stochastic jump-diffusion systems (Q5269178)
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scientific article; zbMATH DE number 6731475
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving approximately a prediction problem for stochastic jump-diffusion systems |
scientific article; zbMATH DE number 6731475 |
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Solving approximately a prediction problem for stochastic jump-diffusion systems (English)
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15 June 2017
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branching processes
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conditional density
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Duncan-Mortensen-Zakai equation
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Kolmogorov-Feller equation
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Monte Carlo method
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optimal filtering problem
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prediction problem
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stochastic jump-diffusion system
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