scientific article; zbMATH DE number 3805396

zbMath0509.93057MaRDI QIDQ4749705

Bronius Grigelionis

Publication date: 1982

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

zbMATH Keywords

robustnesssemimartingalesnonlinear filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Robustness and adaptive procedures (parametric inference) (62F35) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Characterization and structure theory of statistical distributions (62E10) Martingales with continuous parameter (60G44) Distribution theory (60E99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

Finite difference schemes for linear stochastic integro-differential equations ⋮ A comparison principle for stochastic integro-differential equations ⋮ Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions ⋮ RAP-method (random perturbation method) for finding \(S\)-minimax control vectors and parameter estimates for some linear systems with random coefficients ⋮ Fractional generalizations of Zakai equation and some solution methods ⋮ A Bayes formula for nonlinear filtering with Gaussian and Cox noise

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