Pages that link to "Item:Q3350396"

The following pages link to Approximation of the Zakaï Equation by the Splitting up Method (Q3350396):

Displaying 29 items.

• Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric (Q276014) (← links)
• Weak and strong probabilistic solutions for a stochastic quasilinear parabolic equation with nonstandard growth (Q519064) (← links)
• An adaptive algorithm for solving stochastic multi-point boundary value problems (Q521930) (← links)
• Filtering and identification of Heston's stochastic volatility model and its market risk (Q959679) (← links)
• Pathwise approximation and simulation for the Zakai filtering equation through operator splitting (Q1346980) (← links)
• Fractional generalizations of Zakai equation and some solution methods (Q1799742) (← links)
• High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
• Faber approximation of the Mori-Zwanzig equation (Q2000458) (← links)
• On the long-term simulation of stochastic differential equations for predicting effective dispersion coefficients (Q2137683) (← links)
• The stochastic thin-film equation: existence of nonnegative martingale solutions (Q2229686) (← links)
• Kernel-based collocation methods for Zakai equations (Q2303972) (← links)
• A Milstein scheme for SPDEs (Q2351803) (← links)
• A survey of numerical methods for nonlinear filtering problems (Q2371190) (← links)
• Splitting-up spectral method for nonlinear filtering problems with correlation noises (Q2674172) (← links)
• A small time approximation for the solution to the Zakai equation (Q2687076) (← links)
• Solving SPDEs driven by colored noise: A chaos approach (Q3533903) (← links)
• Monte Carlo methods for backward equations in nonlinear filtering (Q3625647) (← links)
• (Q4206677) (← links)
• A splitting method for stochastic goursat problem (Q4248564) (← links)
• Approximation and simulation of stochastic variational inequalities - splitting up method (Q4351389) (← links)
• (Q4718260) (← links)
• Splitting scheme for backward doubly stochastic differential equations (Q6052450) (← links)
• Convergence analysis of splitting-up algorithm of the Zakai's equation with correlated noises (Q6131013) (← links)
• On the convergence rate of the splitting-up scheme for rough partial differential equations (Q6161526) (← links)
• A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle (Q6548536) (← links)
• Multivariate feedback particle filter rederived from the splitting-up scheme (Q6569307) (← links)
• Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations (Q6601289) (← links)
• A splitting method for nonlinear filtering problems with diffusive and point process observations (Q6646464) (← links)
• On convergence of splitting-up algorithm for stochastic partial differential equations with jump (Q6665216) (← links)