1 citations · 1 across the 5 of their papers we have counts for
5 papers
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…
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…
On partially observed jump diffusions II. The filtering density
Alexander Davie, Fabian Germ, István Gyöngy
A partially observed jump diffusion given by a stochastic differential equation driven by Wiener processes and Poisson martingale measures is considered w…
Learning the conditional law: signatures and conditional GANs in filtering and prediction of diffusion processes
Fabian Germ, Marc Sabate-Vidales
We consider the filtering and prediction problem for a diffusion process. The signal and observation are modeled by stochastic differential equations (SDEs) driven by correlated Wi…
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…