Pages that link to "Item:Q5434659"
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The following pages link to Discretization and Simulation of the Zakai Equation (Q5434659):
Displayed 19 items.
- A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815) (← links)
- Asymptotics of the maximal radius of an \(L^{r}\)-optimal sequence of quantizers (Q408108) (← links)
- Non-linear filtering and optimal investment under partial information for stochastic volatility models (Q1650844) (← links)
- Greedy vector quantization (Q1791088) (← links)
- Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
- Analysis of sparse grid multilevel estimators for multi-dimensional Zakai equations (Q2091299) (← links)
- Properties and generation of representative points of the exponential distribution (Q2122810) (← links)
- A drift homotopy implicit particle filter method for nonlinear filtering problems (Q2129141) (← links)
- Kernel learning backward SDE filter for data assimilation (Q2133767) (← links)
- The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness (Q2249409) (← links)
- A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification (Q2448789) (← links)
- Splitting-up spectral method for nonlinear filtering problems with correlation noises (Q2674172) (← links)
- Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (Q2917431) (← links)
- Solving parabolic stochastic partial differential equations via averaging over characteristics (Q3055189) (← links)
- Adaptive Meshfree Backward SDE Filter (Q4595780) (← links)
- A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems (Q5159762) (← links)
- Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences (Q5162017) (← links)
- Introduction to vector quantization and its applications for numerics (Q5744911) (← links)
- An efficient Monte Carlo scheme for Zakai equations (Q6058696) (← links)