A small time approximation for the solution to the Zakai equation (Q2687076)
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scientific article; zbMATH DE number 7658277
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A small time approximation for the solution to the Zakai equation |
scientific article; zbMATH DE number 7658277 |
Statements
A small time approximation for the solution to the Zakai equation (English)
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1 March 2023
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nonlinear filtering
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Zakai equation
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Feynmn-Kac formula
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Wick product
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0.9206698
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0.87777036
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0.8777096
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0.8771256
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0.8749632
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0.8731596
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