Approximations to solutions of the zakai filtering equation (Q4735875): Difference between revisions
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Property / author: Roland Glowinski / rank | |||
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Property / author: Roland Glowinski / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1080/07362998908809174 / rank | |||
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Property / OpenAlex ID: W1966601420 / rank | |||
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Property / cites work: Discrete time Galerkin approximations to the nonlinear filtering solution / rank | |||
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Property / cites work: Stochastic partial differential equations and diffusion processes / rank | |||
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Property / cites work: Discretization and simulation of stochastic differential equations / rank | |||
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Latest revision as of 11:27, 20 June 2024
scientific article; zbMATH DE number 4122971
Language | Label | Description | Also known as |
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English | Approximations to solutions of the zakai filtering equation |
scientific article; zbMATH DE number 4122971 |
Statements
Approximations to solutions of the zakai filtering equation (English)
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1989
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nonlinear filtering problem
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Zakai equation
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approximation to solutions of the Zakai equation
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representation of Brownian bridges
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