A high order time discretization of the solution of the non-linear filtering problem (Q2219502)
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scientific article; zbMATH DE number 7298956
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| English | A high order time discretization of the solution of the non-linear filtering problem |
scientific article; zbMATH DE number 7298956 |
Statements
A high order time discretization of the solution of the non-linear filtering problem (English)
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20 January 2021
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nonlinear filtering
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Kallianpur-Striebel's formula
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high order time discretization
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0.8421359658241272
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0.8214349150657654
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