A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems (Q5159762)
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scientific article; zbMATH DE number 7415850
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems |
scientific article; zbMATH DE number 7415850 |
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A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems (English)
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28 October 2021
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nonlinear filtering problems
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backward doubly stochastic differential equation
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first-order algorithm
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quasi Monte Carlo sequence
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