Approximation of the Zakaï Equation by the Splitting up Method
DOI10.1137/0328074zbMATH Open0726.60040OpenAlexW2024900789MaRDI QIDQ3350396FDOQ3350396
Authors: Aurel Răşcanu, Alain Bensoussan, Roland Glowinski 
Publication date: 1990
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0328074
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
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