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Margrit Stamm,Doris EdelmannForschungsstand und aktuelle Entwicklung不再流行 发表于 2025-3-29 14:14:05
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Yvonne Anders,Hans Günther RoßbachWe study the filtering problem in which a system process ..(.) and a observing process ..(.) depend on the parameter ., and ..(.) converges to a deterministic function ..(0) as . ↓ 0. We give an asymptotic expansion formula in .. for the conditional expectation of a function of ..(.) under the .-field generated by the process ..(.), 0 ≤ . ≤ ..Arb853 发表于 2025-3-30 05:31:08
Elisabeth Stanzel-TischlerWe study the filtering problem in which a system process ..(.) and a observing process ..(.) depend on the parameter ., and ..(.) converges to a deterministic function ..(0) as . ↓ 0. We give an asymptotic expansion formula in .. for the conditional expectation of a function of ..(.) under the .-field generated by the process ..(.), 0 ≤ . ≤ ..