Monte Carlo methods for backward equations in nonlinear filtering (Q3625647): Difference between revisions

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+Grigori N. Milstein
@@ Property / author: Grigori N. Milstein / rank @@
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+https://doi.org/10.1239/aap/1240319577
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+W2062147218
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@@ Property / cites work @@
+Exact finite-dimensional filters for certain diffusions with nonlinear drift
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+Approximation of the Zakaï Equation by the Splitting up Method
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+A particle approximation of the solution of the Kushner-Stratonovitch equation
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+Approximation of the Kushner Equation for Nonlinear Filtering
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