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Property / author: Stephen Shing-Toung Yau / rank
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Property / author: Stephen Shing-Toung Yau / rank
 
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Property / full work available at URL: https://doi.org/10.1080/00207179.2017.1288300 / rank
 
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Property / OpenAlex ID: W2584548403 / rank
 
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Latest revision as of 12:29, 16 July 2024

scientific article; zbMATH DE number 6931511
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English
Direct method for Yau filtering system with nonlinear observations
scientific article; zbMATH DE number 6931511

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    Direct method for Yau filtering system with nonlinear observations (English)
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    4 September 2018
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    Duncan-Mortensen-Zakai (DMZ) equation
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    Kolmogorov equation
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    nonlinear drift
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    nonlinear observation
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    Gaussian approximation
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