Robust parameter estimation for stochastic differential equations
type: Item
instance of: scholarly article
title: Robust parameter estimation for stochastic differential equations
zbMATH Open document ID: 1062.62156
author: Thomas Deck
author: Thomas Gorm Theting
published in: Acta Applicandae Mathematicae
publication date: 2005-05-17T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 2168291
zbMATH Keywords: Zakai equation
zbMATH Keywords: robust nonlinear filtering
zbMATH Keywords: Feynman-Kac formula
zbMATH Keywords: numerics
MaRDI profile type: Publication
full work available at URL: s10440-004-5284-2
OpenAlex ID: W2157413585
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DOI: 10.1007/S10440-004-5284-2
description: scientific article; zbMATH DE number 2168291