Search results

• 2017

  Itô stochastic differential equations as 2-jets

  Armstrong, J. & Brigo, D., 24 Oct 2017, (E-pub ahead of print) Geometric Science of Information - 3rd International Conference, GSI 2017, Proceedings. Springer Verlag, Vol. 10589 LNCS. p. 543-551 9 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 10589 LNCS).

  Research output: Chapter in Book/Report/Conference proceeding › Conference paper › peer-review

  File

  • Stochastic Differential Equation 100%
  • Stochastics 100%
  • Kolmogorov Equation 50%
  • Dimensional Case 50%
  • Numerical Scheme 50%
  1 Citation (Scopus)

  159 Downloads (Pure)
• 2013

  Stochastic filtering by projection: The example of the quadratic sensor

  Armstrong, J. & Brigo, D., 2013, Geometric Science of Information: First International Conference, GSI 2013, Paris, France, August 28-30, 2013: proceedings. Nielsen, F. & Barbaresco, F. (eds.). N/A ed. Heidelberg: Springer, Vol. N/A. p. 685-692 8 p. (Lecture Notes in Computer Science; vol. 8085).

  Research output: Chapter in Book/Report/Conference proceeding › Conference paper

  Open Access

  File

  • Projection Method 100%
  • Stochastic Filtering 100%
  • Stochastic Differential Equation 50%
  • Filtering Problem 50%
  • Hilbert Space 50%
  1 Citation (Scopus)

  255 Downloads (Pure)