Unbiased estimation of the solution to Zakai's equation (Q777905): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1515/mcma-2020-2061 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1515/MCMA-2020-2061 / rank | |||
Normal rank | |||
Revision as of 09:25, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unbiased estimation of the solution to Zakai's equation |
scientific article |
Statements
Unbiased estimation of the solution to Zakai's equation (English)
0 references
8 July 2020
0 references
unbiased estimation
0 references
multilevel Monte Carlo
0 references
particle filters
0 references
non-linear filtering
0 references
