Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering
From MaRDI portal
Publication:681989
DOI10.1016/j.spa.2017.05.009zbMath1390.60152arXiv1510.01048OpenAlexW2191880838MaRDI QIDQ681989
Publication date: 13 February 2018
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.01048
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)
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