Discrete approximation of nonlinear filtering for stochastic delay equations
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Publication:3780977
DOI10.1080/07362998708809117zbMath0638.93080OpenAlexW2055784968MaRDI QIDQ3780977
Publication date: 1987
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362998708809117
weak convergencestochastic delay equationsnonlinear filteringEuler-type approximationpartially observable process
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Related Items (2)
Discrete Approximations of Controlled Stochastic Systems with Memory: A Survey ⋮ Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme
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