Splitting-up approximation for SPDE's and SDE's with application to nonlinear filtering (Q4029026)
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scientific article; zbMATH DE number 140599
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| English | Splitting-up approximation for SPDE's and SDE's with application to nonlinear filtering |
scientific article; zbMATH DE number 140599 |
Statements
28 March 1993
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splitting-up approximation
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stochastic flows of diffeomorphisms
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approximation of the Zakai equation
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approximating finite-state Markov processes
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0.8671203851699829
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0.8549764156341553
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0.8535236120223999
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0.8517502546310425
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0.8485521078109741
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Splitting-up approximation for SPDE's and SDE's with application to nonlinear filtering (English)
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