Pathwise stochastic control with applications to robust filtering (2020)
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