Pages that link to "Item:Q4944093"
From MaRDI portal
The following pages link to Interacting particle systems approximations of the Kushner-Stratonovitch equation (Q4944093):
Displaying 14 items.
- A branching particle system approximation for nonlinear stochastic filtering (Q370932) (← links)
- A branching particle approximation to a filtering micromovement model of asset price (Q453787) (← links)
- Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems (Q1296742) (← links)
- On extensions of mollified Boltzmann and Smoluchowski equations to particle systems with a \(k\)-ary interaction (Q1431769) (← links)
- A particle approximation of the solution of the Kushner-Stratonovitch equation (Q1969523) (← links)
- Interacting particle filtering with discrete-time observations: Asymptotic behaviour in the Gaussian case (Q2707624) (← links)
- Feynman-Kac Particle Integration with Geometric Interacting Jumps (Q2854342) (← links)
- Numerical solution for a class of SPDEs over bounded domains (Q2875277) (← links)
- An Introduction to Particle Methods with Financial Applications (Q2917424) (← links)
- Approximate McKean–Vlasov representations for a class of SPDEs (Q3585323) (← links)
- A backward particle interpretation of Feynman-Kac formulae (Q4933350) (← links)
- An approximate McKean-Vlasov model for the stochastic filtering problem (Q5427533) (← links)
- Filtering dynamical systems using observations of statistics (Q6552120) (← links)
- The mean-field ensemble Kalman filter: near-Gaussian setting (Q6640601) (← links)