摘要
We will concentrate on a 1-dimensional nonlinear filtering problem, which allows an explicit solution in terms of a stochastic differential equation for Xt.
We will concentrate on a 1-dimensional nonlinear filtering problem, which allows an explicit solution in terms of a stochastic differential equation for Xt.
基金
Supported by NNSF of China (Grant No. 10701020)
NNSF of Wenzhou University Oujiang College (Grant No. JSKY09004)
