Nonlinear filtering of partially observed systems arising in singular stochastic optimal control
Year of publication: |
[2021]
|
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Authors: | Calvia, Alessandro ; Ferrari, Giorgio |
Publisher: |
Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University |
Subject: | Stochastic filtering | singularly controlled systems | reference probability measure | Zakai equation | Kushner-Stratonovich equation | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Wahrscheinlichkeitsrechnung | Probability theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (circa 26 Seiten) |
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Series: | Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW). - Bielefeld : IMW, ISSN 2942-9536, ZDB-ID 2437810-0. - Vol. 651 (June 2021) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/238129 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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