scientific article

zbMath0666.93134MaRDI QIDQ3818979

J. M. C. Clark

Publication date: 1989

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

surveystochastic differential equationsdiscretization scheme

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)

Related Items (10)

White noise theory of robust nonlinear filtering with correlated state and observation noises ⋮ Approximate nonlinear filtering for piecewise linear systems ⋮ Stochastic regularization of linear equations and the realization of Gaussian fields ⋮ On the stochastic differential equations of filtering theory ⋮ On the stochastic differential equations of filtering theory ⋮ Introduction to the numerical analysis of stochastic delay differential equations ⋮ Continuous versions of Radon-Nikodym derivatives as likelihood ratios ⋮ Nonexistence of finite-dimensional filters for conditional statistics of the cubic sensor problem ⋮ Zakai equation of nonlinear filtering with unbounded coefficients. The case of dependent noises ⋮ Discrete time Galerkin approximations to the nonlinear filtering solution

This page was built for publication: