On the convergence of the wavelet-Galerkin method for nonlinear filtering (Q2930577)
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scientific article; zbMATH DE number 6371003
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| English | On the convergence of the wavelet-Galerkin method for nonlinear filtering |
scientific article; zbMATH DE number 6371003 |
Statements
On the convergence of the wavelet-Galerkin method for nonlinear filtering (English)
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19 November 2014
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Zakai equation
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Galerkin method
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wavelet basis
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Euler scheme
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0.8389436602592468
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0.8351978063583374
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0.8333427309989929
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0.8256386518478394
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