Approximation of the Zakaï Equation by the Splitting up Method (Q3350396)

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Approximation of the Zakaï Equation by the Splitting up Method
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    Approximation of the Zakaï Equation by the Splitting up Method (English)
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    1990
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    nonlinear filtering
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    Zakai equation
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    splitting method
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    numerical approximation
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    strong convergence
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