Pages that link to "Item:Q1969523"
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The following pages link to A particle approximation of the solution of the Kushner-Stratonovitch equation (Q1969523):
Displayed 18 items.
- A branching particle system approximation for nonlinear stochastic filtering (Q370932) (← links)
- Iterated gain-based stochastic filters for dynamic system identification (Q398493) (← links)
- A branching particle approximation to a filtering micromovement model of asset price (Q453787) (← links)
- The numerical approximation of stochastic partial differential equations (Q627037) (← links)
- Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (Q650766) (← links)
- Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models (Q1038446) (← links)
- A simulation approach to optimal stopping under partial information (Q1045791) (← links)
- Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems (Q1296742) (← links)
- Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation (Q1394524) (← links)
- Non-linear filtering and optimal investment under partial information for stochastic volatility models (Q1650844) (← links)
- Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
- Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference (Q2388330) (← links)
- A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification (Q2448789) (← links)
- Numerical solution for a class of SPDEs over bounded domains (Q2875277) (← links)
- Using systematic sampling selection for Monte Carlo solutions of Feynman-Kac equations (Q3516398) (← links)
- Approximate McKean–Vlasov representations for a class of SPDEs (Q3585323) (← links)
- Monte Carlo methods for backward equations in nonlinear filtering (Q3625647) (← links)
- The novel classes of finite dimensional filters with non-maximal rank estimation algebra on state dimension four and rank of one (Q5157925) (← links)