A survey of numerical methods for nonlinear filtering problems (Q2371190): Difference between revisions

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+Exact finite-dimensional filters for certain diffusions with nonlinear drift
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+Approximation of the Zakaï Equation by the Splitting up Method
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+A nonlinear filtering algorithm based on an approximation of the conditional distribution
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+Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms
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+Nonlinear filtering and measure-valued processes
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+A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA
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+Nonlinear Filtering Revisited: A Spectral Approach
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