Author:
Crisan Dan,Gaines Jessica,Lyons Terry
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Cited by
46 articles.
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1. An efficient Monte Carlo scheme for Zakai equations;Communications in Nonlinear Science and Numerical Simulation;2023-11
2. Splitting-up Spectral Method for Nonlinear Filtering Problems with Correlation Noises;Journal of Scientific Computing;2022-09-05
3. Monte Carlo Analysis for Probabilistic Risk Assessment;Reference Module in Biomedical Sciences;2022
4. The Monte Carlo Techniques and the Complex Probability Paradigm;Forecasting in Mathematics - Recent Advances, New Perspectives and Applications;2021-01-27
5. Kernel-based collocation methods for Zakai equations;Stochastics and Partial Differential Equations: Analysis and Computations;2019-01-24