Solving approximately a prediction problem for stochastic jump-diffusion systems

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

Original language	English
Pages (from-to)	1-10
Number of pages	10
Journal	Numerical Analysis and Applications
Volume	10
Issue number	1
DOIs	https://doi.org/10.1134/S1995423917010013
Publication status	Published - 1 Jan 2017

branching processes, conditional density, Duncan–Mortensen–Zakai equation, Kolmogorov–Feller equation, Monte Carlo method, optimal filtering problem, prediction problem, stochastic jump-diffusion system, Duncan-Mortensen-Zakai equation, Kolmogorov-Feller equation

ID: 8968023