Approximate McKean–Vlasov representations for a class of SPDEs-Reference-Cited by-同舟云学术

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Approximate McKean–Vlasov representations for a class of SPDEs

Published:2009-11-06 Issue:1 Volume:82 Page:53-68
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Crisan Dan¹,Xiong Jie²³

Affiliation:

1. a Department of Mathematics , Imperial College London , 180 Queen's Gate, London, SW7 2BZ, UK

2. b Department of Mathematics , University of Tennessee , Knoxville, TN, 37996, USA

3. c Department of Mathematics , Hebei Normal University , Shijiazhuang, 050016, People's Republic of China

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442500902723575

Reference19 articles.

1. J.M.C. Clark, The design of robust approximations to the stochastic differential equations of nonlinear filtering, Communication systems and random process theory (Proc. 2nd NATO Advanced Study Inst., Darlington, 1977), pp. 721–734. NATO Advanced Study Inst. Ser., Ser. E: Appl. Sci., No. 25, Sijthoff & Noordhoff, Alphen aan den Rijn (1978)

2. On a robust version of the integral representation formula of nonlinear filtering

3. Exact rates of convergeance for a branching particle approximation to the solution of the Zakai equation

4. A survey of convergence results on particle filtering methods for practitioners

5. A particle approximation of the solution of the Kushner-Stratonovitch equation

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