Discretization and Simulation of the Zakai Equation (Q5434659)
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scientific article; zbMATH DE number 5223843
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretization and Simulation of the Zakai Equation |
scientific article; zbMATH DE number 5223843 |
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Discretization and Simulation of the Zakai Equation (English)
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7 January 2008
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stochastic partial differential equations
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nonlinear filtering
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Zakai equation
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Euler scheme
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quantization
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Malliavin calculus
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