Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method
DOI10.1080/17442508.2014.924937zbMath1385.60052arXiv1211.4553OpenAlexW1986048042MaRDI QIDQ5265777
Christophe Profeta, Abass Sagna
Publication date: 29 July 2015
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.4553
Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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