Approximation of the Zakaï Equation by the Splitting up Method
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/0328074
Reference6 articles.
1. On a general class of stochastic partial differential equations
2. Approximations to solutions of the zakai filtering equation
3. Numerical Methods for Nonlinear Variational Problems
4. Methods of Numerical Mathematics
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3. Convergence Analysis of Splitting-Up Algorithm of the Zakai’s Equation with Correlated Noises;Journal of Systems Science and Complexity;2023-05-20
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