Pages that link to "Item:Q2855097"
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The following pages link to On Galerkin approximations for the Zakai equation with diffusive and point process observations (Q2855097):
Displaying 15 items.
- Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric (Q276014) (← links)
- A powerful numerical technique solving Zakai equation for nonlinear filtering (Q1363315) (← links)
- Nonlinear filtering with correlated Lévy noise characterized by copulas (Q1654334) (← links)
- The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness (Q2249409) (← links)
- Kernel-based collocation methods for Zakai equations (Q2303972) (← links)
- Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (Q2428092) (← links)
- Splitting-up spectral method for nonlinear filtering problems with correlation noises (Q2674172) (← links)
- Nonparametric Uncertainty Quantification for Stochastic Gradient Flows (Q2945163) (← links)
- Corporate security prices in structural credit risk models with incomplete information (Q5743118) (← links)
- An energy-based deep splitting method for the nonlinear filtering problem (Q6103776) (← links)
- Perron–Frobenius Operator Filter for Stochastic Dynamical Systems (Q6131424) (← links)
- Solving nonlinear filtering problems with correlated noise based on Hermite-Galerkin spectral method (Q6136116) (← links)
- Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations (Q6601289) (← links)
- A splitting method for nonlinear filtering problems with diffusive and point process observations (Q6646464) (← links)
- On convergence of splitting-up algorithm for stochastic partial differential equations with jump (Q6665216) (← links)
