scientific article; zbMATH DE number 1971697
From MaRDI portal
Publication:4421344
zbMath1031.60063MaRDI QIDQ4421344
Publication date: 20 February 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (4)
A branching particle system approximation for nonlinear stochastic filtering ⋮ Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme ⋮ High order recombination and an application to cubature on Wiener space ⋮ A branching particle system approximation for a class of FBSDEs
This page was built for publication: