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20082026
most citedStochastic filtering via L2 projection on mixture manifolds with computer algorithms and numerical examples

26 citations · 157 across the 57 of their papers we have counts for

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Showing 2022 · math.PRShow all

1 paper · 2 filters

math.PR2022

Optimal Projection Filters

Damiano Brigo

We present the two new notions of projection of a stochastic differential equation (SDE) onto a submanifold, as developed in Armstrong, Brigo e Rossi Ferrucci (2019, 2018): the Ito…