Filtering for partially observed diffusion and its applications

DOI10.1016/j.physa.2013.06.005zbMath1395.93546OpenAlexW1975879386MaRDI QIDQ1673260

Isao Shoji

Publication date: 11 September 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2013.06.005

zbMATH Keywords

parameter estimationfilteringconditional momentspartially observed diffusion

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)

Cites Work

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