✦ LIBER ✦

Nonlinear filtering of reflecting diffusion processes

✍ Scribed by Hans-Peter Hucke

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the joint nonlinear filtering-smoothi

✍ O. Zeitouni; B.Z. Bobrovsky 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 292 KB

Filtering of absorbing and reflecting Br

✍ Tadeusz Banek 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 364 KB

Nonlinear control of diffusion-convectio

✍ Panagiotis D. Christofides; Prodromos Daoutidis 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 424 KB

Discretization of a class of reflected d

✍ Yingjie Liu 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 200 KB

We propose three strong schemes for a class of reflected diffusion processes on different domains and show their rates of covergence.

Some problems in the simulation of nonli

✍ Shigeyoshi Ogawa 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 355 KB

A bound approach to asymptotic optimalit

✍ L. Saydy; G.L. Blankenship 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 716 KB