Numerical strategies for filtering partially observed stiff stochastic differential equations (Q617480)
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English | Numerical strategies for filtering partially observed stiff stochastic differential equations |
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Numerical strategies for filtering partially observed stiff stochastic differential equations (English)
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21 January 2011
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filtering multiscale systems
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data assimilation
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stiff SDE
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heterogeneous multiscale methods
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inverse problems
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numerical examples
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algorithm
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