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A small time approximation for the solution to the Zakai Equation - MaRDI portal

A small time approximation for the solution to the Zakai Equation

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Publication:6368575

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DOI10.1007/S11118-021-09950-ZzbMath1515.60236arXiv2105.12416MaRDI QIDQ6368575

Alberto Lanconelli, Ramiro Scorolli

Publication date: 26 May 2021

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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