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Pathwise stochastic control with applications to robust filtering (2020)

First Author: Allan A

Attributed to: Unparameterised multi-modal data, high order signatures, and the mathematics of data science funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/19-aap1558

Publication URI: http://dx.doi.org/10.1214/19-aap1558

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 5

ISSN: 1050-5164