Pages that link to "Item:Q4337413"

The following pages link to Nonlinear Filtering Revisited: A Spectral Approach (Q4337413):

Displaying 28 items.

• A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations (Q326804) (← links)
• Euler time discretization of backward doubly SDEs and application to semilinear SPDEs (Q338206) (← links)
• Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
• A branching particle system approximation for nonlinear stochastic filtering (Q370932) (← links)
• Application of nonlinear filtering to credit risk (Q614031) (← links)
• The numerical approximation of stochastic partial differential equations (Q627037) (← links)
• Towards hybrid system modeling of uncertain complex dynamical systems (Q1003524) (← links)
• A simulation approach to optimal stopping under partial information (Q1045791) (← links)
• Hybrid estimation algorithms. II (Q1367781) (← links)
• Robust parameter estimation for stochastic differential equations (Q1774563) (← links)
• The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems (Q1797078) (← links)
• Fractional generalizations of Zakai equation and some solution methods (Q1799742) (← links)
• Needles in a haystack: fast spatial search for targets in similar-looking backgrounds (Q1935110) (← links)
• A splitting/polynomial chaos expansion approach for stochastic evolution equations (Q2044634) (← links)
• Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise (Q2270879) (← links)
• Certified offline-free reduced basis (COFRB) methods for stochastic differential equations driven by arbitrary types of noise (Q2291860) (← links)
• Kernel-based collocation methods for Zakai equations (Q2303972) (← links)
• The asymptotic error of chaos expansion approximations for stochastic differential equations (Q2326537) (← links)
• Numerical solutions of stochastic PDEs driven by arbitrary type of noise (Q2328016) (← links)
• A survey of numerical methods for nonlinear filtering problems (Q2371190) (← links)
• New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions (Q2426014) (← links)
• Wiener chaos solutions of linear stochastic evolution equations (Q2496961) (← links)
• Space semi-discretisations for a stochastic wave equation (Q2498494) (← links)
• Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics (Q2498522) (← links)
• A small time approximation for the solution to the Zakai equation (Q2687076) (← links)
• Particle filter for state estimation of jump Markov nonlinear system with application to multi-targets tracking (Q2872547) (← links)
• Solving nonlinear filtering problems with correlated noise based on Hermite-Galerkin spectral method (Q6136116) (← links)
• Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing (Q6172093) (← links)