System Uncertainty and Statistical Detection for Jump-diffusion Models

DOI10.1109/TAC.2009.2037456zbMath1368.93747OpenAlexW2130402582MaRDI QIDQ4978749

Xun Li, Jianhui Huang

Publication date: 25 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2009.2037456

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Identification in stochastic control theory (93E12)

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