Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme (Q639060): 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/10.1016/j.camwa.2011.02.036
+Normal rank
@@ Property / OpenAlex ID @@
+W1977285712
@@ Property / OpenAlex ID: W1977285712 / rank @@
+Normal rank
@@ Property / cites work @@
+A Delayed Black and Scholes Formula
@@ Property / cites work: A Delayed Black and Scholes Formula / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence methods and singularly perturbed stochastic control and filtering problems
+Normal rank
@@ Property / cites work @@
+Q4421344
@@ Property / cites work: Q4421344 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4819702
@@ Property / cites work: Q4819702 / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete approximation of nonlinear filtering for stochastic delay equations
+Normal rank
@@ Property / cites work @@
+Numerical approximations for nonlinear stochastic systems with delays
+Normal rank
@@ Property / cites work @@
+Convergence in Nonlinear Filtering for Stochastic Delay Systems
+Normal rank
@@ Property / cites work @@
+Approximation of Nonlinear Filters for Markov Systems with Delayed Observations
+Normal rank
@@ Property / cites work @@
+A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag
+Normal rank
@@ Property / cites work @@
+Unique characterization of conditional distributions in nonlinear filtering
+Normal rank
@@ Property / cites work @@
+Robustness of the nonlinear filter
@@ Property / cites work: Robustness of the nonlinear filter / rank @@
+Normal rank
@@ Property / cites work @@
+Robust approximation in a filtering problem with real state space and counting observations
+Normal rank
@@ Property / cites work @@
+Q3999495
@@ Property / cites work: Q3999495 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3250845
@@ Property / cites work: Q3250845 / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete-time approximations of stochastic delay equations: the Milstein scheme.
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:639060