Introducing cubature to filtering (Q3015763)
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scientific article; zbMATH DE number 5919875
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Introducing cubature to filtering |
scientific article; zbMATH DE number 5919875 |
Statements
13 July 2011
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Cubature on Wiener space
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weak solution
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stochastic differential equations (SDE)
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Stratonovich form
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mathematical finance
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0.8550979495048523
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0.8315591216087341
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0.8199558258056641
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0.8183786869049072
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0.8077036142349243
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