Monte Carlo methods for backward equations in nonlinear filtering (Q3625647): Difference between revisions
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Revision as of 21:36, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo methods for backward equations in nonlinear filtering |
scientific article |
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Monte Carlo methods for backward equations in nonlinear filtering (English)
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6 May 2009
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pathwise filtering equation
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stochastic partial differential equation
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Monte Carlo technique
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Kallianpur-Striebel formula
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mean-square and weak numerical methods
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