Maximum cross section method in the filtering problem for continuous systems with Markovian switching

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	127-137
Number of pages	11
Journal	Russian Journal of Numerical Analysis and Mathematical Modelling
Volume	36
Issue number	3
DOIs	https://doi.org/10.1515/rnam-2021-0011
Publication status	Published - 1 Jun 2021

maximum cross section method, Monte Carlo method, particle filter, statistical modelling, Stochastic differential equation with Markovian switching, system with random structure

ID: 34032494