Markov chain approximations to filtering equations for reflecting diffusion processes.

DOI10.1016/j.spa.2003.10.013zbMath1075.60033OpenAlexW2087011720MaRDI QIDQ2574641

Hongwei Long, Michael A. Kouritzin, Wei Sun

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2003.10.013

zbMATH Keywords

nonlinear filtering

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection

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