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Fabian Germ

  1. On partially observed jump diffusions III. Regularity of the filtering density
    2022/11/14 by Fabian Germ, István Gyöngy, Germ, Fabian +1 · 1 citation
    Computer Science · Engineering · Mathematics · #60H15 #60H20 #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Nonlinear Partial Differential Equations #Primary 60G35 #Probability (math.PR) #Secondary 60G57 #Stability and Controllability of Differential Equations