An efficient Monte Carlo scheme for Zakai equations (Q6058696): Difference between revisions

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Latest revision as of 10:05, 3 August 2024

scientific article; zbMATH DE number 7758890
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English
An efficient Monte Carlo scheme for Zakai equations
scientific article; zbMATH DE number 7758890

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    An efficient Monte Carlo scheme for Zakai equations (English)
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    1 November 2023
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    Zakai equation
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    nonlinear filtering problems
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    stochastic partial differential equations
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    Doss-Sussmann transformation
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    Feynman-Kac representation
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