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scientific article
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scientific article

    Statements

    author
    Denis Talay
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    publication date
    1984
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    zbMATH Keywords
    multidimensional diffusion process
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    discretization
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    numerical computation of expectations
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    nonlinear filtering
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    Identifiers

    Mathematics Subject Classification ID
    93E25
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    65C05
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    93E11
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    60H10
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    93C10
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    65L05
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    zbMATH DE Number
    3863080
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