Approximation of the Zakaï Equation by the Splitting up Method (Q3350396)
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scientific article; zbMATH DE number 4199168
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| English | Approximation of the Zakaï Equation by the Splitting up Method |
scientific article; zbMATH DE number 4199168 |
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Approximation of the Zakaï Equation by the Splitting up Method (English)
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1990
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nonlinear filtering
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Zakai equation
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splitting method
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numerical approximation
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strong convergence
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0.8738282322883606
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0.8671203851699829
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0.8630268573760986
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