On Galerkin Approximations for the Zakai Equation with Diffusive and Point Process Observations
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Publication:2855097
DOI10.1137/110837395zbMath1274.60129arXiv1303.0975OpenAlexW2154626663MaRDI QIDQ2855097
Ling Xu, Rüdiger Frey, Thorsten Schmidt
Publication date: 24 October 2013
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.0975
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)
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