Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme (Q639060): Difference between revisions

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Latest revision as of 11:36, 4 July 2024

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Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme
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    Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme (English)
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    18 September 2011
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    stochastic delay differential equation
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    point delay
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    strong approximation
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    rate of convergence
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    conditional law
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