Unbiased estimation of the solution to Zakai's equation (Q777905)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unbiased estimation of the solution to Zakai's equation |
scientific article |
Statements
Unbiased estimation of the solution to Zakai's equation (English)
0 references
8 July 2020
0 references
unbiased estimation
0 references
multilevel Monte Carlo
0 references
particle filters
0 references
non-linear filtering
0 references
