Robustness of Stochastic Differential Equations

  • Knudsen, Thomas Skov (Project Manager)

    Project Details


    The robustness in the mean
    square and in the pathwise
    sense of stochastic
    differential equations in
    R^d, driven by r-dimensional
    Wiener process was shown.
    Implications for robustness
    of the nonlinear filtering
    problem were investigated.
    Effective start/end date01/01/199301/02/1996