Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations
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Publication:2954475
DOI10.1137/15M1013304zbMath1355.60085MaRDI QIDQ2954475
Publication date: 13 January 2017
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
stochastic partial differential equationsDuncan-Mortensen-Zakai equationnonlinear filtering theorystochastic McKean-Vlasov equations
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Vlasov equations (35Q83) Fokker-Planck equations (35Q84)
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