Stochastic filtering under model ambiguity
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Publication:6180475
DOI10.1016/j.jmaa.2023.128020arXiv2204.01226MaRDI QIDQ6180475
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Publication date: 19 January 2024
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2204.01226
Robustness and adaptive procedures (parametric inference) (62F35) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Signal detection and filtering (aspects of stochastic processes) (60G35) Mean field games and control (49N80)
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