Search Results

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

  Feng Bao, Yanzhao Cao & Weidong Zhao

  2018-08-21

  47712 3715 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

  47159 4876 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

  17875 1149 Pages:996-1020

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

  Feng Bao, Zezhong Zhang, Guannan Zhang

  2026-01-03

  1724 78 Pages:747-774