Nonlinear filtering of reflecting diffusion processes-Reference-Cited by-同舟云学术

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Nonlinear filtering of reflecting diffusion processes

Published:1990-08 Issue:2 Volume:35 Page:213-224
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Hucke Hans-Peter

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference13 articles.

1. Nonlinear white noise theory;Balakrishnan,1980

2. Markov processes and differential equations;Freidlin,1969

3. Functional Integration and Partial Differential Equations;Freidlin,1985

4. Partial Differential Equations of Parabolic Type;Friedman,1964

5. Robustness of estimators in a finitely additive white noise model;Hucke;Stochastics,1987

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Global Stochastic Properties of Dynamic Models and Their Linear Approximations;SSRN Electronic Journal;2010

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