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Nonlinear filtering via stochastic PDE projection on mixture manifolds in L^2 direct metric
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Title: | Nonlinear filtering via stochastic PDE projection on mixture manifolds in L^2 direct metric |
Authors: | Armstrong, J Brigo, D |
Item Type: | Journal Article |
Issue Date: | 8-Dec-2015 |
Date of Acceptance: | 11-Nov-2015 |
URI: | http://hdl.handle.net/10044/1/30130 |
DOI: | https://dx.doi.org/10.1007/s00498-015-0154-1 |
ISSN: | 0932-4194 |
Publisher: | Springer |
Journal / Book Title: | Mathematics of Control, Signals, and Systems |
Volume: | 28 |
Issue: | 5 |
Copyright Statement: | © The Author(s) 2015. This article is published with open access at Springerlink.com (http://creativecommons.org/licenses/by/4.0/) |
Keywords: | Industrial Engineering & Automation Applied Mathematics |
Publication Status: | Published |
Appears in Collections: | Financial Mathematics Mathematics Faculty of Natural Sciences |
This item is licensed under a Creative Commons License