"SDEs/SPDEs: Theory, Numerics and their interplay with Data Science"
June 26-30, 2019
Department of Mathematics and Applied
University of Crete, Panepistimioupolis, Heraklion,
Guest lecture series
(University of Edinburgh)
- On Nonlinear Filtering and Stochastic PDEs
- On the Innovation Conjecture of Nonlinear Filtering