Convergence of a Branching Particle Method to the Solution of the Zakai Equation (Q4210052)

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scientific article; zbMATH DE number 1200686
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    Convergence of a Branching Particle Method to the Solution of the Zakai Equation
    scientific article; zbMATH DE number 1200686

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      Convergence of a Branching Particle Method to the Solution of the Zakai Equation (English)
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      20 September 1998
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      nonlinear filtering
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      Zakai equation
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      branching particle method
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      numerical solutions
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      approximation
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