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scientific article; zbMATH DE number 4200121

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Publication:3348835
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zbMATH Open0726.93076MaRDI QIDQ3348835FDOQ3348835

John S. Baras

Publication date: 1991



Title of this publication is not available (Why is that?)


zbMATH Keywords

Zakai equationmultigrid algorithmreal-time architectures


Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)



Cited In (1)

  • Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy


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  • Real Time Solution of the Nonlinear Filtering Problem without Memory II πŸ‘ πŸ‘Ž
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  • Real-time numerical solution to Duncan-Mortensen-Zakai equation πŸ‘ πŸ‘Ž
  • Approximation of the Zakai Equation for Nonlinear Filtering πŸ‘ πŸ‘Ž





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