Efficient particle filtering for stochastic Korteweg–de Vries equations

DOI10.1142/S0219493717500083zbMath1360.60087OpenAlexW2297660031MaRDI QIDQ2970123

Yanzhao Cao, Xiaoying Han, Feng Bao, Jinglai Li

Publication date: 27 March 2017

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493717500083

zbMATH Keywords

particle filteringnonlinear data assimilationstochastic Korteweg-de Vries equations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (3)

A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems ⋮ Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences ⋮ Data informed solution estimation for forward-backward stochastic differential equations

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