Data assimilation for a multiscale stochastic dynamical system with Gaussian noise
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Publication:5384784
DOI10.1142/S0219493719500199zbMath1433.60045OpenAlexW2885293811MaRDI QIDQ5384784
Publication date: 25 June 2019
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493719500199
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)
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