Stochastic Dynamics, Filtering and Optimization
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Published By Cambridge University Press

9781107182646, 9781316863107

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Non-linear Filters with Gain-type Additive Updates

Stochastic Dynamics, Filtering and Optimization ◽

10.1017/9781316863107.008 ◽

2018 ◽

pp. 432-466

Keyword(s):

Linear Filters ◽

Non Linear

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(Chapter 7)

Stochastic Dynamics, Filtering and Optimization ◽

10.1017/9781316863107.018 ◽

2018 ◽

pp. 645-665

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Non-linear Stochastic Filtering and Recursive Monte Carlo Estimation

Stochastic Dynamics, Filtering and Optimization ◽

10.1017/9781316863107.007 ◽

2018 ◽

pp. 386-431

Keyword(s):

Monte Carlo ◽

Stochastic Filtering ◽

Non Linear ◽

Monte Carlo Estimation

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References

Stochastic Dynamics, Filtering and Optimization ◽

10.1017/9781316863107.021 ◽

2018 ◽

pp. 673-693

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(Chapter 3)

Stochastic Dynamics, Filtering and Optimization ◽

10.1017/9781316863107.014 ◽

2018 ◽

pp. 614-619

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(Chapter 4)

Stochastic Dynamics, Filtering and Optimization ◽

10.1017/9781316863107.015 ◽

2018 ◽

pp. 620-634

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Bibliography

Stochastic Dynamics, Filtering and Optimization ◽

10.1017/9781316863107.022 ◽

2018 ◽

pp. 694-700

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Improved Numerical Solutions to SDEs by Change of Measures

Stochastic Dynamics, Filtering and Optimization ◽

10.1017/9781316863107.009 ◽

2018 ◽

pp. 467-506

Keyword(s):

Numerical Solutions ◽

Change Of Measures

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(Chapter 1)

Stochastic Dynamics, Filtering and Optimization ◽

10.1017/9781316863107.012 ◽

2018 ◽

pp. 591-606

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(Chapter 2)

Stochastic Dynamics, Filtering and Optimization ◽

10.1017/9781316863107.013 ◽

2018 ◽

pp. 607-613

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