The following pages link to (Q4029026):
Displaying 7 items.
- Observation sampling and quantisation for continuous-time estimators. (Q1877401) (← links)
- An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations (Q2093308) (← links)
- Splitting-up spectral method for nonlinear filtering problems with correlation noises (Q2674172) (← links)
- Solving parabolic stochastic partial differential equations via averaging over characteristics (Q3055189) (← links)
- Monte Carlo methods for backward equations in nonlinear filtering (Q3625647) (← links)
- Corporate security prices in structural credit risk models with incomplete information (Q5743118) (← links)
- Splitting scheme for backward doubly stochastic differential equations (Q6052450) (← links)