Approximation of the Kushner Equation for Nonlinear Filtering
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Publication:4943750
DOI10.1137/S0363012998344270zbMath0952.93126OpenAlexW1980130100MaRDI QIDQ4943750
Kazufumi Ito, Boris L. Rosovskii
Publication date: 19 March 2000
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012998344270
Filtering in stochastic control theory (93E11) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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