Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises
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Publication:5074271
DOI10.1080/07362994.2021.1914087zbMath1492.60100arXiv1707.07824OpenAlexW3157334613MaRDI QIDQ5074271
Publication date: 9 May 2022
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.07824
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items (2)
Nonlinear filtering of stochastic differential equations with correlated Lévy noises ⋮ Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises
Cites Work
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- [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]
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- Unnamed Item
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