Numerical strategies for filtering partially observed stiff stochastic differential equations (Q617480)

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scientific article; zbMATH DE number 5840117
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Numerical strategies for filtering partially observed stiff stochastic differential equations
scientific article; zbMATH DE number 5840117

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    Numerical strategies for filtering partially observed stiff stochastic differential equations (English)
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    21 January 2011
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    filtering multiscale systems
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    data assimilation
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    stiff SDE
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    heterogeneous multiscale methods
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    inverse problems
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    numerical examples
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    algorithm
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