An efficient Monte Carlo scheme for Zakai equations

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Publication:6058696

DOI10.1016/j.cnsns.2023.107438zbMath1529.93103arXiv2210.13530OpenAlexW4385190756MaRDI QIDQ6058696

Christian Beck, Ariel Neufeld, Patrick Cheridito, Sebastian Becker, Arnulf Jentzen

Publication date: 1 November 2023

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2210.13530






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