Lévy Processes and Filtering Theory

Blackwood, Stefan (2014) Lévy Processes and Filtering Theory. PhD thesis, University of Sheffield.



Keywords: Lévy process, Kalman filter, Zakai equation, Stochastic filtering theory
Awarding institution: University of Sheffield
Academic Units: The University of Sheffield > Faculty of Science (Sheffield) > School of Mathematics and Statistics (Sheffield)
Identification Number/EthosID (e.g. uk.bl.ethos.123456): uk.bl.ethos.605526
Depositing User: Stefan Blackwood
Date Deposited: 04 Jul 2014 08:43
Last Modified: 03 Oct 2016 11:16



Filename: StefanBlackwoodThesis.pdf

Licence: Creative Commons Attribution Non-commercial No Derivatives (UK)

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