Particle Filters for Multiscale Diffusions
Work
Year: 2007
Type: article
Abstract: We consider multiscale stochastic systems that are partially observed at discrete points of the slow time scale. We introduce a particle filter that takes advantage of the multiscale structure of the ... more
Source: ESAIM Proceedings
Author Anastasia Papavasiliou
Institution University of Warwick
Cites: 10
Cited by: 5
Related to: 10
FWCI: 0.303
Citation percentile (by year/subfield): 60.67
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: bronze