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Lie-trotter product formulas for nonlinear filtering - MaRDI portal

Lie-trotter product formulas for nonlinear filtering (Q3729759)

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Lie-trotter product formulas for nonlinear filtering
scientific article

    Statements

    title
    Lie-trotter product formulas for nonlinear filtering (English)
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    author
    Wing Shing Wong
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    published in
    Stochastics
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    publication date
    1986
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    zbMATH Keywords
    nonlinear filtering problem
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    unnormalized conditional density
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    Lie- Trotter product formula
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    Identifiers

    Mathematics Subject Classification ID
    60G35
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    93E11
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    60J60
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    zbMATH DE Number
    3960675
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    OpenAlex ID
    W2072879074
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