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Publication:3759621
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zbMath0622.60047MaRDI QIDQ3759621

Mauro Piccioni

Publication date: 1987


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

zbMATH Keywords

filtering theoryoptimal nonlinear filterA spatial discretizationconvergence of the discrete semigroupweak stochastic partial differential equations


Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)


Related Items (4)

A general framework for time-changed Markov processes and applications ⋮ A General Valuation Framework for SABR and Stochastic Local Volatility Models ⋮ Analyzing the interest rate risk of equity-indexed annuities via scenario matrices ⋮ A multivariate Markov chain stock model







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