scientific article

zbMath1331.93202MaRDI QIDQ2790526

Eckhard Platen, Renata Rendek

Publication date: 4 March 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Numerical solutions to stochastic differential and integral equations (65C30)

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Exact and approximate hidden Markov chain filters based on discrete observations

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