Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation.

Kouritzin, Michael A., Sun, Wei, and Xiong, Jie. "Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation.." Electronic Journal of Probability [electronic only] 9 (2004): 560-574. <http://eudml.org/doc/124798>.

@article{Kouritzin2004,
author = {Kouritzin, Michael A., Sun, Wei, Xiong, Jie},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {nonparametric functional estimation; simulations; particle filter algorithm},
language = {eng},
pages = {560-574},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation.},
url = {http://eudml.org/doc/124798},
volume = {9},
year = {2004},
}

TY - JOUR
AU - Kouritzin, Michael A.
AU - Sun, Wei
AU - Xiong, Jie
TI - Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation.
JO - Electronic Journal of Probability [electronic only]
PY - 2004
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 9
SP - 560
EP - 574
LA - eng
KW - nonparametric functional estimation; simulations; particle filter algorithm
UR - http://eudml.org/doc/124798
ER -