Filtering for partially observed diffusion and its applications
type: Item
instance of: scholarly article
title: Filtering for partially observed diffusion and its applications
zbMATH Open document ID: 1395.93546
author: Isao Shoji
published in: Physica A
publication date: 2018-09-11T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 6935269
zbMATH Keywords: filtering
zbMATH Keywords: conditional moments
zbMATH Keywords: parameter estimation
zbMATH Keywords: partially observed diffusion
MaRDI profile type: Publication
full work available at URL: j.physa.2013.06.005
OpenAlex ID: W1975879386
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DOI: 10.1016/J.PHYSA.2013.06.005
description: scientific article; zbMATH DE number 6935269