Convergence analysis of splitting-up algorithm of the Zakai's equation with correlated noises
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Publication:6131013
DOI10.1007/s11424-023-1479-3MaRDI QIDQ6131013
Ting Pan, Xue Luo, Wenhui Dong
Publication date: 3 April 2024
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Feedback control (93B52) Nonlinear systems in control theory (93C10)
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