scientific article

zbMath1052.93058MaRDI QIDQ3044216

Krystyna Twardowska, Tomasz Marnik, M. Pasławska-Południak

Publication date: 10 August 2004

Full work available at URL: https://eudml.org/doc/207630

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

nonlinear filteringGalerkin techniqueZakai's equationstochastic differential equations with delay

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Control/observation systems governed by functional-differential equations (93C23) Stochastic functional-differential equations (34K50)

Related Items (2)

Unnamed Item ⋮ Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation

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