4. Mathematics
  5. Probability

Nicolas Perkowski

Mathematics – Probability

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Conditioned Martingales

Mathematics – Probability
Scientific paper

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Dimensional reduction in nonlinear filtering: A homogenization approach

Mathematics – Probability
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Large deviations for Hilbert space valued Wiener processes: a sequence space approach

Mathematics – Probability
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Particle filtering in high-dimensional chaotic systems

Physics – Data Analysis – Statistics and Probability
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The Existence of Dominating Local Martingale Measures

Mathematics – Probability
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