Universal nonlinear filtering using Feynman path integrals II: the continuous-continuous model with additive noise-Reference-Cited by-同舟云学术

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Universal nonlinear filtering using Feynman path integrals II: the continuous-continuous model with additive noise

Published:2009-02-10 Issue:1 Volume:3 Page:
ISSN:1754-0410
Container-title:PMC Physics A
language:en
Short-container-title:PMC Phys A

Author:

Balaji Bhashyam

Publisher

Springer Science and Business Media LLC

Subject

General Medicine

Link

http://link.springer.com/content/pdf/10.1186/1754-0410-3-2.pdf

Reference28 articles.

1. Jazwinski AH: Stochastic Processes and Filtering Theory. 2007, Dover Publications

2. Kalman RE: Trans ASME J Basic Eng. 1960, 82D: 35-45.

3. Kalman RE, Bucy RS: Trans ASME J Basic Eng. 1961, 83: 95-108.

4. Kushner HJ: SIAM Journal of Control. 1964, 2: 106-119.

5. Kushner HJ: SIAM Journal of Control. 1964, 2: 106-119.

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3. Supersymmetry and nonlinear filtering: Feynman path integral perspective;SPIE Proceedings;2014-06-20

4. Option pricing formulas and nonlinear filtering: a Feynman path integral perspective;SPIE Proceedings;2013-05-23

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