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Nonlinear filtering via stochastic PDE projection on mixture manifolds in L^2 direct metric
| File | Description | Size | Format | |
|---|---|---|---|---|
 Armstrong_Nonlinear filtering via_Math_cont_sign_syst.pdf | Published version | 581.62 kB | Adobe PDF | View/Open |
| 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
