An efficient Monte Carlo scheme for Zakai equations (Q6058696)
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scientific article; zbMATH DE number 7758890
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient Monte Carlo scheme for Zakai equations |
scientific article; zbMATH DE number 7758890 |
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An efficient Monte Carlo scheme for Zakai equations (English)
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1 November 2023
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Zakai equation
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nonlinear filtering problems
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stochastic partial differential equations
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Doss-Sussmann transformation
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Feynman-Kac representation
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