Convergence of a Branching Particle Method to the Solution of the Zakai Equation
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Publication:4210052
DOI10.1137/S0036139996307371zbMath0915.93060WikidataQ55881307 ScholiaQ55881307MaRDI QIDQ4210052
Terence J. Lyons, Jessica Gaines, Dan Crisan
Publication date: 20 September 1998
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Random measures (60G57) Probabilistic methods, stochastic differential equations (65C99)
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