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 / 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
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English
Approximations to solutions of the zakai filtering equation
scientific article; zbMATH DE number 4122971

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    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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