A small time approximation for the solution to the Zakai equation
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Publication:2687076
DOI10.1007/s11118-021-09950-zOpenAlexW3200354872MaRDI QIDQ2687076
Ramiro Scorolli, Alberto Lanconelli
Publication date: 1 March 2023
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.12416
Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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