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• A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems

  Feng Bao, Yanzhao Cao, Weidong Zhao

  2018-08-21

  47832 3752 Pages:1573-1601

• Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences

  Feng Bao, Richard Archibald, Peter Maksymovych

  2019-12-07

  47271 4968 Pages:589-618 Open-access

• A Splitting Method for Nonlinear Filtering Problems with Diffusive and Point Process Observations

  Fengshan Zhang, Yongkui Zou, Shimin Chai, Yanzhao Cao

  2024-10-29

  17988 1202 Pages:996-1020

• United Filter for Jointly Estimating State and Parameters of Stochastic Dynamical Systems

  Feng Bao, Zezhong Zhang, Guannan Zhang

  2026-01-03

  1971 130 Pages:747-774