On Galerkin Approximations for the Zakai Equation with Diffusive and Point Process Observations (Q2855097)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Galerkin Approximations for the Zakai Equation with Diffusive and Point Process Observations |
scientific article |
Statements
On Galerkin Approximations for the Zakai Equation with Diffusive and Point Process Observations (English)
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24 October 2013
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stochastic filtering
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Zakai equation
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point processes
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Galerkin approximation
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Hermite polynomials
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