Convergence analysis of splitting-up algorithm of the Zakai's equation with correlated noises (Q6131013)
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scientific article; zbMATH DE number 7827348
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| English | Convergence analysis of splitting-up algorithm of the Zakai's equation with correlated noises |
scientific article; zbMATH DE number 7827348 |
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Convergence analysis of splitting-up algorithm of the Zakai's equation with correlated noises (English)
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3 April 2024
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convergence analysis
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correlated noises
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nonlinear filtering
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splitting-up algorithm
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