Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989)
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English | Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering |
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Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (English)
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13 February 2018
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optimal quantization theory
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nonlinear filtering problems
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\(L^r\)-optimal quantizers
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