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The adaptive patched cubature filter and its implementation
Wonjung Lee, Terry Lyons
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Mathematics
Stochastic Differential Equation
100%
Numerical Simulation
66%
Approximates
66%
Number
66%
Probability Distribution
33%
Importance Sampling
33%
Filtering Problem
33%
Observational Data
33%
Likelihood Function
33%
Bounded Variation
33%
Weak Solution
33%
System State
33%
Monte Carlo
33%
Brownian Motion
33%
Computer Science
Stochastic Differential
100%
Approximation (Algorithm)
66%
Numerical Simulation
66%
Underlying System
33%
Filtering Solution
33%
Effective Solution
33%
Importance Sampling
33%
Likelihood Function
33%
Observation Time
33%
Observational Data
33%
Brownian Motion
33%
Bounded Variation
33%
Keyphrases
Three-dimensional Brownian Motion
33%
Evolving Systems
33%