scientific article; zbMATH DE number 3878813

MaRDI QIDQ3343893zbMATH OpenFDO

Authors A. Germani, Mauro Piccioni

Publication date 1984

zbMATH Keywords

computational methodconvergencenonlinear filteringZakai equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Filtering in stochastic control theory (93E11)

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