Time-discretization of the zakai equation for diffusion processes observed in correlated noise (Q3353897)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-discretization of the zakai equation for diffusion processes observed in correlated noise |
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Time-discretization of the zakai equation for diffusion processes observed in correlated noise (English)
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1991
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time discretization scheme
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Zakai equation
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diffusion process
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numerical scheme
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stochastic characteristics
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