Sequential discretization schemes for a class of stochastic differential equations and their application to Bayesian filtering (Q6491316)
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scientific article; zbMATH DE number 7836943
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential discretization schemes for a class of stochastic differential equations and their application to Bayesian filtering |
scientific article; zbMATH DE number 7836943 |
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Sequential discretization schemes for a class of stochastic differential equations and their application to Bayesian filtering (English)
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24 April 2024
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numerical schemes
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time discretization
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error rates
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stochastic differential equations
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data assimilation
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ensemble Kalman filter
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