Kernel-based collocation methods for Zakai equations
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Publication:2303972
DOI10.1007/s40072-019-00132-yzbMath1431.60060arXiv1710.09090OpenAlexW2963066030WikidataQ128526108 ScholiaQ128526108MaRDI QIDQ2303972
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
stochastic partial differential equationsradial basis functionsZakai equationskernel-based interpolation
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)
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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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