Pages that link to "Item:Q4363299"

The following pages link to Approximations to the solution of the zakai equation using multiple wiener and stratonovich integral expansions (Q4363299):

Displaying 15 items.

• A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815) (← links)
• Approximation solution of nonlinear Stratonovich Volterra integral equations by applying modification of hat functions (Q268342) (← links)
• Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
• A branching particle system approximation for nonlinear stochastic filtering (Q370932) (← links)
• Robustness of the nonlinear filter: the correlated case. (Q1766038) (← links)
• Fractional generalizations of Zakai equation and some solution methods (Q1799742) (← links)
• Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise (Q2270879) (← 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)
• A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification (Q2448789) (← links)
• Wiener chaos solutions of linear stochastic evolution equations (Q2496961) (← links)
• A small time approximation for the solution to the Zakai equation (Q2687076) (← links)
• Solving SPDEs driven by colored noise: A chaos approach (Q3533903) (← links)
• A First Order Scheme for Backward Doubly Stochastic Differential Equations (Q5741185) (← links)
• Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing (Q6172093) (← links)