Nonlinear Filtering and Spatial Asymptotic Consistency for SPDEs Observed via Spatio-Temporal Point Processes
非线性滤波与SPDEs通过时空点过程观测的时空渐近一致性
AI总结 本文发展了用于生物物理应用的滤波框架,其中数据来自共聚焦激光扫描显微镜记录的细胞内生物物理量时空动态。信号由随机偏微分方程描述,观测可建模为标记点过程的功能,其强度依赖于底层信号。研究推导了未归一化和归一化滤波方程,展示了渐近一致性和有限维观测方案的近似。
Comments Fixed several typos throughout the manuscript, substantially revised Section 4 with improved theoretical bounds, and updated simulations with corresponding code base improvements
Journal ref Stoch PDE: Anal Comp (2026)