Gyöngy, István
- 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, 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