Erratum to: ``Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation

DOI10.1214/16-EJP21zbMath1416.60087OpenAlexW4256485166MaRDI QIDQ508454

Michael A. Kouritzin, Wei Sun, Jie Xiong

Publication date: 7 February 2017

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejp/1483585525

zbMATH Keywords

nonlinear filteringrandom environmentnonparametric estimationparticle filterpathwise average distancereflecting diffusion

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Brownian motion (60J65) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Processes in random environments (60K37)

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