PREreview del Nonlinear filtering based on density approximation and deep BSDE prediction

This work deals with backward stochastic differential equations. Several mini results are interspersed throughout the work. The work has potential applications in information theory for continuous systems. Key concepts are well-illustrated using figures. 

Major issues

• None

Minor issues

• It is understandable that applications are many, but presenting one or two and developing them could strengthen the work.

Competing interests

The author declares that they have no competing interests.