On Galerkin approximations for the Zakai equation with diffusive and point process observations (Q2855097)
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scientific article; zbMATH DE number 6219393
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Galerkin approximations for the Zakai equation with diffusive and point process observations |
scientific article; zbMATH DE number 6219393 |
Statements
24 October 2013
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stochastic filtering
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Zakai equation
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point processes
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Galerkin approximation
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Hermite polynomials
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On Galerkin approximations for the Zakai equation with diffusive and point process observations (English)
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