Stochastic PDE Projection on Manifolds: Assumed-Density and Galerkin Filters

DOI10.1007/978-3-319-25040-3_76zbMath1396.93120OpenAlexW2255133681MaRDI QIDQ2807587

Damiano Brigo, John Armstrong

Publication date: 25 May 2016

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://kclpure.kcl.ac.uk/portal/en/publications/stochastic-pde-projection-on-manifolds(b091317e-bc1c-4d36-b285-7a93b73a9a27).html

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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