1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.PR2022
On partially observed jump diffusions III. Regularity of the filtering density
Fabian Germ, István Gyöngy
The filtering equations associated to a partially observed jump diffusion model , driven by Wiener processes and Poisson martingale measu…
math.PR2022★ 1 cited
On partially observed jump diffusions I. The filtering equations
Fabian Germ, István Gyöngy
This paper is the first part of a series of papers on filtering for partially observed jump diffusions satisfying a stochastic differential equation driven by Wiener processes and…
math.OC2022
Extended Kalman filter based observer design for semilinear infinite-dimensional systems
Sepideh Afshar, Fabian Germ, Kirsten A. Morris
In many physical applications, the system's state varies with spatial variables as well as time. The state of such systems is modelled by partial differential equations and evolves…