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Q5749217 - MaRDI portal

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scientific article; zbMATH DE number 4183315
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English
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scientific article; zbMATH DE number 4183315

    Statements

    author
    Patrick Florchinger
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    François Le Gland
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    publication date
    1990
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    zbMATH Keywords
    time discretization scheme
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    Zakai equation
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    diffusion process
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    Trotter- like product formula
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    prediction
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    correction
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    Identifiers

    Mathematics Subject Classification ID
    93E11
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    93E25
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    60J60
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    zbMATH DE Number
    4183315
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