On Galerkin Approximations for the Zakai Equation with Diffusive and Point Process Observations (Q2855097): Difference between revisions

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Revision as of 20:42, 19 March 2024

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On Galerkin Approximations for the Zakai Equation with Diffusive and Point Process Observations
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    On Galerkin Approximations for the Zakai Equation with Diffusive and Point Process Observations (English)
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    24 October 2013
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    stochastic filtering
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    Zakai equation
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    point processes
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    Galerkin approximation
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    Hermite polynomials
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