Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme

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Publication:639060

DOI10.1016/j.camwa.2011.02.036zbMath1221.65015OpenAlexW1977285712MaRDI QIDQ639060

Antonella Calzolari, Giovanna Nappo, Patrick Florchinger

Publication date: 18 September 2011

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2011.02.036




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