Pages that link to "Item:Q5956451"
From MaRDI portal
The following pages link to An approximation for the Zakai equation (Q5956451):
Displaying 16 items.
- A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815) (← links)
- A branching particle system approximation for nonlinear stochastic filtering (Q370932) (← links)
- Faber approximation of the Mori-Zwanzig equation (Q2000458) (← links)
- Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations (Q2011262) (← links)
- Kernel learning backward SDE filter for data assimilation (Q2133767) (← links)
- A numerical method for forward-backward stochastic equations with delay and anticipated term (Q2322581) (← links)
- Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations (Q2330410) (← links)
- Markov chain approximations to filtering equations for reflecting diffusion processes. (Q2574641) (← links)
- A small time approximation for the solution to the Zakai equation (Q2687076) (← links)
- An approximate solution of the linear Zakai equation and its order of convergence (Q3984835) (← links)
- (Q4206677) (← links)
- Convergence of a Branching Particle Method to the Solution of the Zakai Equation (Q4210052) (← links)
- A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems (Q5159762) (← links)
- Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences (Q5162017) (← links)
- McKean--Vlasov SDEs in Nonlinear Filtering (Q5163690) (← links)
- A First Order Scheme for Backward Doubly Stochastic Differential Equations (Q5741185) (← links)