Conception d'algorithmes parallélisables et convergents de filtrage récursif non-linéaire
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Publication:1251626
DOI10.1007/BF01442132zbMath0391.93029OpenAlexW2912227079MaRDI QIDQ1251626
Publication date: 1978
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01442132
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Pathwise approximation and simulation for the Zakai filtering equation through operator splitting, Lie-trotter product formulas for nonlinear filtering, Conditional distributions of discontinuous processes. I
Cites Work
- Dynamical equations for optimal nonlinear filtering
- Stochastic differential equations for the non linear filtering problem
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
- On the optimal filtering of diffusion processes
- On Square Integrable Martingales
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