scientific article
From MaRDI portal
Publication:2707632
zbMath0991.60053MaRDI QIDQ2707632
Publication date: 14 August 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
numerical methodsstochastic partial differential equationsnonlinear filteringstochastic simulationEuler scheme
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) (L^p)-limit theorems (60F25)
Related Items
Pathwise McKean-Vlasov theory with additive noise, Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation, Conditional distributions, exchangeable particle systems, and stochastic partial differential equations, From the master equation to mean field game limit theory: a central limit theorem, The numerical approximation of stochastic partial differential equations, Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering, Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems, Rough nonlocal diffusions, Convergence rates for residual branching particle filters, Stochastic nonlinear Fokker-Planck equations, Monte Carlo methods for backward equations in nonlinear filtering, Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games
