Approximate McKean–Vlasov representations for a class of SPDEs (Q3585323): Difference between revisions

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+math/0510668
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+On a robust version of the integral representation formula of nonlinear filtering
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+Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation
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+A survey of convergence results on particle filtering methods for practitioners
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+A particle approximation of the solution of the Kushner-Stratonovitch equation
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+A Moran particle system approximation of Feynman-Kac formulae
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+Particle representations for a class of nonlinear SPDEs
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+Stochastic Optimal Control with Noisy Observations †
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+On the optimal filtering of diffusion processes
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