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Filtering and Parameter Estimation of Partially Observed Diffusion Processes Using Gaussian RBFs

Höök, Josef; Larsson, Elisabeth; Lindström, Erik LU and von Sydow, Lina (2014) 2014 SIAM Conference on Financial Mathematics and Engineering In [Publication information missing]
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organization
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Contribution to journal
publication status
published
subject
keywords
RBF, Filtering, Fokker-Planck equation
in
[Publication information missing]
conference name
2014 SIAM Conference on Financial Mathematics and Engineering
language
English
LU publication?
yes
id
8abd00db-4856-4494-bfcd-da65b3703bb8 (old id 4778885)
alternative location
http://www.siam.org/meetings/fm14/fm14_abstracts.pdf
date added to LUP
2015-02-13 13:41:45
date last changed
2017-02-08 13:39:16
@misc{8abd00db-4856-4494-bfcd-da65b3703bb8,
  author       = {Höök, Josef and Larsson, Elisabeth and Lindström, Erik and von Sydow, Lina},
  keyword      = {RBF,Filtering,Fokker-Planck equation},
  language     = {eng},
  note         = {Conference Abstract},
  series       = {[Publication information missing]},
  title        = {Filtering and Parameter Estimation of Partially Observed Diffusion Processes Using Gaussian RBFs},
  year         = {2014},
}