A splitting method for nonlinear filtering problems with diffusive and point process observations (Q6646464)
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scientific article; zbMATH DE number 7952149
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A splitting method for nonlinear filtering problems with diffusive and point process observations |
scientific article; zbMATH DE number 7952149 |
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A splitting method for nonlinear filtering problems with diffusive and point process observations (English)
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2 December 2024
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nonlinear filtering problem
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Zakai equation
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splitting-up technique
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error analysis
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