Approximations to solutions of the zakai filtering equation
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/07362998908809174
Reference12 articles.
1. Discrete time Galerkin approximations to the nonlinear filtering solution
2. Semi-discretization of stochastic partial differential equations on rdby a Finite-element Technique A. Germani
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