Signal processing with Lévy information

DOI10.1142/9789811246494_0011zbMath1489.94027OpenAlexW4214614534MaRDI QIDQ5072624

Xun Yang, Lane P. Hughston, Dorje C. Brody

Publication date: 29 April 2022

Published in: Financial Informatics (Search for Journal in Brave)

Full work available at URL: http://rspa.royalsocietypublishing.org/content/469/2149/20120433

zbMATH Keywords

nonlinear filteringLévy processsignal processingEsscher transformationcyberneticsinformation process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Information theory (general) (94A15)

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