Approximations to the solution of the zakai equation using multiple wiener and stratonovich integral expansions
Author:
Affiliation:
1. a Center for Stochastic Processes , The University of North Carolina , Chapel Hill, NC, 27599-3260, USA
2. b Center for Stochastic Processes , The University of North Carolina , Chapel Hill, NC, 27599-3260, USA
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442509608834046
Reference17 articles.
1. An approximation for the nonlinear filtering problem, with error bound†
2. Approximations to solutions of the zakai filtering equation
3. Time-discretization of the zakai equation for diffusion processes observed in correlated noise
Cited by 26 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier–Stokes system with random forcing;Stochastics and Partial Differential Equations: Analysis and Computations;2022-01-03
2. A Small Time Approximation for the Solution to the Zakai Equation;Potential Analysis;2021-09-13
3. A new computational method for solving two-dimensional Stratonovich Volterra integral equation;Mathematical Methods in the Applied Sciences;2017-05-17
4. Stochastic collocation methods for differential equations with white noise;Numerical Methods for Stochastic Partial Differential Equations with White Noise;2017
5. Numerical methods for stochastic differential equations;Numerical Methods for Stochastic Partial Differential Equations with White Noise;2017
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3