Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation (Q1394524): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1214/aop/1048516533
+Normal rank
@@ Property / OpenAlex ID @@
+W2092349335
@@ Property / OpenAlex ID: W2092349335 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997913
@@ Property / cites work: Q3997913 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4700900
@@ Property / cites work: Q4700900 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of a Branching Particle Method to the Solution of the Zakai Equation
+Normal rank
@@ Property / cites work @@
+Nonlinear filtering and measure-valued processes
@@ Property / cites work: Nonlinear filtering and measure-valued processes / rank @@
+Normal rank
@@ Property / cites work @@
+A particle approximation of the solution of the Kushner-Stratonovitch equation
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo Methods in Practice
@@ Property / cites work: Sequential Monte Carlo Methods in Practice / rank @@
+Normal rank
@@ Property / cites work @@
+Q3721531
@@ Property / cites work: Q3721531 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations for the non linear filtering problem
+Normal rank
@@ Property / cites work @@
+Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation Errors
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES
+Normal rank
@@ Property / cites work @@
+Unique characterization of conditional distributions in nonlinear filtering
+Normal rank
@@ Property / cites work @@
+Particle representations for a class of nonlinear SPDEs
+Normal rank
@@ Property / cites work @@
+Q2707632
@@ Property / cites work: Q2707632 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamical equations for optimal nonlinear filtering
+Normal rank
@@ Property / cites work @@
+Stochastic partial differential equations and filtering of diffusion processes
+Normal rank
@@ Property / cites work @@
+Q3357990
@@ Property / cites work: Q3357990 / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimal filtering of diffusion processes
@@ Property / cites work: On the optimal filtering of diffusion processes / rank @@
+Normal rank