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LFCS Seminar: Istvan Gyongy: Nonlinear filtering and stochastic partial differential equations

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What
  • LFCS Seminar
When Apr 14, 2015
from 04:00 PM to 05:00 PM
Where IF 2.33
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Title: 

On nonlinear filtering and stochastic partial differential equations 

 

Abstract: 

A nonlinear signal and observation model is considered, and the corresponding 

Cauchy problems for stochastic PDEs are discussed. 

Results on conditional distributions of the signal process are presented. 

A robustness property of the filter is shown, and estimates 

 

of the accuracy of its numerical approximations are obtained. 

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