Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme (Q639060)
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scientific article; zbMATH DE number 5948329
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme |
scientific article; zbMATH DE number 5948329 |
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Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme (English)
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18 September 2011
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stochastic delay differential equation
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point delay
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strong approximation
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rate of convergence
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conditional law
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