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

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(6 intermediate revisions by 5 users not shown)
Property / author
 
Property / author: Dan Crisan / rank
Normal rank
 
Property / author
 
Property / author: Jie Xiong / rank
Normal rank
 
Property / author
 
Property / author: Dan Crisan / rank
 
Normal rank
Property / author
 
Property / author: Jie Xiong / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2005874252 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: math/0510668 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a robust version of the integral representation formula of nonlinear filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A survey of convergence results on particle filtering methods for practitioners / rank
 
Normal rank
Property / cites work
 
Property / cites work: A particle approximation of the solution of the Kushner-Stratonovitch equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interacting particle systems approximations of the Kushner-Stratonovitch equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Moran particle system approximation of Feynman-Kac formulae / rank
 
Normal rank
Property / cites work
 
Property / cites work: Particle representations for a class of nonlinear SPDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Optimal Control with Noisy Observations † / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the optimal filtering of diffusion processes / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 02:17, 3 July 2024

scientific article
Language Label Description Also known as
English
Approximate McKean–Vlasov representations for a class of SPDEs
scientific article

    Statements

    Approximate McKean–Vlasov representations for a class of SPDEs (English)
    0 references
    0 references
    19 August 2010
    0 references
    stochastic partial differential equation
    0 references
    particle approximations
    0 references
    McKean-Vlasov equation
    0 references
    Zakai equation
    0 references
    Kushner-Stratonovich equation
    0 references
    nonlinear filtering
    0 references
    nonlinear diffusions
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references