Using maximum cross section method for filtering jump-diffusion random processes

Tatyana A. Averina and Konstantin A. Rybakov. Using maximum cross section method for filtering jump-diffusion random processes // Russ. J. Numer. Anal. Math. Modelling, Vol.35, No 2, 2020,pp. 55-67. Corresponding author: Tatyana A. Averina, Novosibirsk State University, Institute of Computational Mathematics and Mathematical Geophysics, Siberian Branch of the RAS, Novosibirsk 630090, Russia. E-mail: ata@osmf.sscc.ru Konstantin A. Rybakov, Moscow Aviation Institute (National Research University), Moscow 125993, Russia - квартиль Q2 - DOI: https://doi.org/10.1515/rnam-2020-0005 - Web of Science, Scopus - ссылки в статье на проект 0315- 2019-0002 госзадания ИВМиМГ СО РАН - The work was carried out within the State assignment ICMMG SB RAS (project 0315-2019-0002) and was partly supported by the Russian Foundation for Basic Research (project 17–08–00530-a). - эл. ссылка на публикацию https://www.degruyter.com/view/journals/rnam/35/2/article-p55.xml