Convergence of a Branching Particle Method to the Solution of the Zakai Equation (Q4210052)
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scientific article; zbMATH DE number 1200686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of a Branching Particle Method to the Solution of the Zakai Equation |
scientific article; zbMATH DE number 1200686 |
Statements
Convergence of a Branching Particle Method to the Solution of the Zakai Equation (English)
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20 September 1998
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nonlinear filtering
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Zakai equation
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branching particle method
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numerical solutions
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approximation
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