A small time approximation for the solution to the Zakai equation (Q2687076)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A small time approximation for the solution to the Zakai equation |
scientific article; zbMATH DE number 7658277
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A small time approximation for the solution to the Zakai equation |
scientific article; zbMATH DE number 7658277 |
Statements
A small time approximation for the solution to the Zakai equation (English)
0 references
1 March 2023
0 references
nonlinear filtering
0 references
Zakai equation
0 references
Feynmn-Kac formula
0 references
Wick product
0 references
0 references
0.9206698
0 references
0.87777036
0 references
0.8777096
0 references
0.8771256
0 references
0.8749632
0 references
