Monte Carlo methods for backward equations in nonlinear filtering (Q3625647): Difference between revisions

@@ Property / cites work @@
+Exact finite-dimensional filters for certain diffusions with nonlinear drift
+Normal rank
@@ Property / cites work @@
+Approximation of the Zakaï Equation by the Splitting up Method
+Normal rank
@@ Property / cites work @@
+Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation
+Normal rank
@@ Property / cites work @@
+A particle approximation of the solution of the Kushner-Stratonovitch equation
+Normal rank
@@ Property / cites work @@
+Q4750503
@@ Property / cites work: Q4750503 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3948398
@@ Property / cites work: Q3948398 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4342621
@@ Property / cites work: Q4342621 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4501607
@@ Property / cites work: Q4501607 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5342182
@@ Property / cites work: Q5342182 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation of the Kushner Equation for Nonlinear Filtering
+Normal rank
@@ Property / cites work @@
+Q2707632
@@ Property / cites work: Q2707632 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability methods for approximations in stochastic control and for elliptic equations
+Normal rank
@@ Property / cites work @@
+Q4029026
@@ Property / cites work: Q4029026 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4139359
@@ Property / cites work: Q4139359 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo construction of hedging strategies against multi-asset European claims
+Normal rank
@@ Property / cites work @@
+Q4826106
@@ Property / cites work: Q4826106 / rank @@
+Normal rank
@@ Property / cites work @@
+Practical Variance Reduction via Regression for Simulating Diffusions
+Normal rank
@@ Property / cites work @@
+Solving parabolic stochastic partial differential equations via averaging over characteristics
+Normal rank
@@ Property / cites work @@
+Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions
+Normal rank
@@ Property / cites work @@
+Observation sampling and quantisation for continuous-time estimators.
+Normal rank
@@ Property / cites work @@
+Équations du filtrage non linéaire de la prédiction et du lissage
+Normal rank
@@ Property / cites work @@
+Q3328419
@@ Property / cites work: Q3328419 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997285
@@ Property / cites work: Q3997285 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3331110
@@ Property / cites work: Q3331110 / rank @@
+Normal rank
@@ Property / cites work @@
+Discrétisation d'une équation différentielle stochastique et calcul approché d'espérances de fonctionnelles de la solution
+Normal rank