Non-linear filtering with discontinuous observations and applications to life sciences

DOI10.1007/BF02459588zbMath0513.93060OpenAlexW4246225273MaRDI QIDQ1050961

Wolfgang J. Runggaldier, Giovanni B. Di Masi

Publication date: 1983

Published in: Bulletin of Mathematical Biology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02459588

zbMATH Keywords

nonlinear filteringbiomedical applicationsdiscontinuous observations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Medical applications (general) (92C50) Diffusion processes (60J60)

Cites Work

• Probability methods for approximations in stochastic control and for elliptic equations
• Approximations for functionals and optimal control problems on jump diffusion processes
• System identification. A survey
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• Estimation and decision for observations derived from martingales: Part I, Representations
• Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
• On the optimal filtering of diffusion processes
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