Robustness in stochastic filtering and maximum likelihood estimation for SDEs
We consider complex stochastic systems in continuous time and space where the objects of interest are modelled via stochastic differential equations, in general high dimensional and with nonlinear coefficients. The extraction of quantifiable information from such systems has a long history and many...
| Main Authors: | , , , , , |
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| Other Authors: | |
| Format: | Book section |
| Language: | English |
| Published: |
Springer
2014
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