Germ, Fabian
- Extended Kalman filter based observer design for semilinear infinite-dimensional systems
2022/02/16 by Afshar, Sepideh, Germ, Fabian, Morris, Kirsten A. · 1 citation
#35Q93 (Primary) #37N35 (Secondary) #45G15 #93B53 #FOS: Mathematics #Optimization and Control (math.OC)
- On partially observed jump diffusions I. The filtering equations
2022/05/17 by Germ, Fabian, Gyöngy, István · 1 citation
#60G51 #60H15 #FOS: Mathematics #Optimization and Control (math.OC) #Primary 60G35 #Probability (math.PR) #Secondary 60G57
- On partially observed jump diffusions II. The filtering density
2022/05/28 by Davie, Alexander, Germ, Fabian, Gyöngy, István · 1 citation
#FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- On partially observed jump diffusions III. Regularity of the filtering density
2022/11/14 by Fabian Germ, Germ, Fabian, István Gyöngy +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
- An extended variational setting for critical SPDEs with Lévy noise
2024/12/23 by Bechtel, Sebastian, Germ, Fabian, Veraar, Mark · 1 citation
#Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)