Kernel-based collocation methods for Zakai equations

DOI10.1007/s40072-019-00132-yzbMath1431.60060arXiv1710.09090OpenAlexW2963066030WikidataQ128526108 ScholiaQ128526108MaRDI QIDQ2303972

Yumiharu Nakano

Publication date: 6 March 2020

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.09090

zbMATH Keywords

stochastic partial differential equationsradial basis functionsZakai equationskernel-based interpolation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Related Items

Kernel-based collocation methods for Heath–Jarrow–Morton models with Musiela parametrization, Splitting-up spectral method for nonlinear filtering problems with correlation noises, Correction to: ``Kernel-based collocation methods for Zakai equations

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