Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations (Q6601289)
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scientific article; zbMATH DE number 7909962
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| English | Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations |
scientific article; zbMATH DE number 7909962 |
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Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations (English)
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10 September 2024
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nonlinear filtering
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Lévy process
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stochastic differential equations
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splitting-up technique
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difference method
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convergence order
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0.8286117911338806
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0.8270543813705444
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0.8157904744148254
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0.8001639246940613
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