Pages that link to "Item:Q4876721"

The following pages link to Approximation of the Zakai Equation for Nonlinear Filtering (Q4876721):

Displaying 23 items.

• Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric (Q276014) (← links)
• Finite-dimensional approximations for the equation of nonlinear filtering derived in mild form (Q579749) (← links)
• Pathwise approximation and simulation for the Zakai filtering equation through operator splitting (Q1346980) (← links)
• A powerful numerical technique solving Zakai equation for nonlinear filtering (Q1363315) (← links)
• Suboptimal linear estimation for continuous-discrete bilinear systems (Q1729040) (← links)
• A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises (Q1743400) (← links)
• Robust parameter estimation for stochastic differential equations (Q1774563) (← links)
• The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems (Q1797078) (← links)
• A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics (Q2223867) (← links)
• The discontinuous Galerkin method for stochastic differential equations driven by additive noises (Q2301435) (← links)
• Kernel-based collocation methods for Zakai equations (Q2303972) (← links)
• Splitting-up spectral method for nonlinear filtering problems with correlation noises (Q2674172) (← links)
• (Q2707626) (← links)
• On Galerkin approximations for the Zakai equation with diffusive and point process observations (Q2855097) (← links)
• On the convergence of the wavelet-Galerkin method for nonlinear filtering (Q2930577) (← links)
• Solving SPDEs driven by colored noise: A chaos approach (Q3533903) (← links)
• Variational computation method in nonlinear filtering (Q3984144) (← links)
• An approximate solution of the linear Zakai equation and its order of convergence (Q3984835) (← links)
• Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems (Q5132232) (← links)
• (Q5156894) (← links)
• An approximation for the Zakai equation (Q5956451) (← links)
• An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises (Q6197989) (← links)
• Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations (Q6601289) (← links)