Work

Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations

Year: 2016

Type: article

Source: SIAM Journal on Control and Optimization

DOI: 10.1137/15m1013304

Authors: Nevroz Şen, Peter E. Caines

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2294717034

FWCI: 4.462

Cites: 36

Cited by: 25

Related to: 10