Convergence of a Branching Particle Method to the Solution of the Zakai Equation

Convergence of a Branching Particle Method to the Solution of the Zakai Equation

Podrobná bibliografie
Hlavní autoři:	Crisan, D, Gaines, J, Lyons, T
Médium:	Journal article
Vydáno:	1998

Podobné jednotky

An efficient Monte Carlo scheme for Zakai equations
Autor: Beck, Christian, a další
Vydáno: (2024)

Analysis of various estimators for multi-dimensional Zakai equations
Autor: Wang, Z
Vydáno: (2019)

Extending the Wong-Zakai theorem to reversible Markov processes
Autor: Bass, R, a další
Vydáno: (2002)

A particle approximation of the solution of the Kushner-Stratonovitch equation
Autor: Crisan, D, a další
Vydáno: (1999)

Improvement of Bobrovsky–Mayor–Wolf–Zakai Bound
Autor: Ken-ichi Koike, a další
Vydáno: (2021-01-01)

On the approximation theorem of Wong-Zakai type for the Lasota operator
Autor: Antoni Leon Dawidowicz, a další
Vydáno: (2010-01-01)

Stationary Wong–Zakai Approximation of Fractional Brownian Motion and Stochastic Differential Equations with Noise Perturbations
Autor: Lauri Viitasaari, a další
Vydáno: (2022-05-01)

Quantum Bell-Ziv-Zakai Bounds and Heisenberg Limits for Waveform Estimation
Autor: Dominic W. Berry, a další
Vydáno: (2015-08-01)

Analysis of multi-index Monte Carlo estimators for a Zakai SPDE
Autor: Reisinger, C, a další
Vydáno: (2017)

Rough path limits of the Wong–Zakai type with a modified drift term
Autor: Friz, P, a další
Vydáno: (2009)

Ziv-Zakai bound on time-of-arrival estimation with statistical channel knowledge at the receiver
Autor: Dardari, Davide, a další
Vydáno: (2010)

A survey of convergence results on particle filtering methods for practitioners
Autor: Crisan, D, a další
Vydáno: (2002)

Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
Autor: Gaines, J, a další
Vydáno: (1997)

Interacting particle systems approximations of the Kushner-Stratonovitch equation
Autor: Crişan, D, a další
Vydáno: (1999)

Kusuoka–Stroock gradient bounds for the solution of the filtering equation
Autor: Crisan, D, a další
Vydáno: (2015)

Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE
Autor: Reisinger, C, a další
Vydáno: (2019)

Asymptotic Autonomy of Attractors for Stochastic Fractional Nonclassical Diffusion Equations Driven by a Wong–Zakai Approximation Process on ℝ<sup><i>n</i></sup>
Autor: Hong Li, a další
Vydáno: (2022-06-01)

Convergence of a linearly transformed particle method for aggregation equations
Autor: Pinto, M, a další
Vydáno: (2018)

Convergence of a particle method for a regularized spatially homogeneous Landau equation
Autor: Carrillo de la Plata, JA, a další
Vydáno: (2023)

Theory of branching of solutions of nonlinear equations /
Autor: 426868 Vainberg, Mordukhai Moiseevich, a další
Vydáno: (1974)

On the convergence of solutions of nonautonomous functional differential equations
Autor: J. Terjéki, a další
Vydáno: (2012-05-01)

Uniqueness and convergence of the analytical solution of nonlinear diffusion equation
Autor: A. J. Janavičius, a další
Vydáno: (2001-06-01)

Convergence criteria of branched continued fractions
Autor: I.B. Bilanyk, a další
Vydáno: (2024-12-01)

Convergence and Divergence of the Solutions of a Neutral Difference Equation
Autor: G. E. Chatzarakis, a další
Vydáno: (2011-01-01)

Deep branching solution of financial partial differential equations
Autor: Wang, Yiran
Vydáno: (2023)

On the Convergence of Solutions of Certain Third-Order Differential Equations
Autor: Ercan Tunç
Vydáno: (2009-01-01)

Rapid Convergence of Approximate Solutions for Fractional Differential Equations
Autor: Xiran Wu, a další
Vydáno: (2020-01-01)

Strong Convergence Theorems for Solutions of Equations of Hammerstein Type
Autor: Chih-Sheng Chuang
Vydáno: (2013-01-01)

On the convergence rates of discrete solutions to the Wave Kinetic Equation
Autor: Michele Dolce, a další
Vydáno: (2024-08-01)

Convergence of finite element solution of stochastic Burgers equation
Autor: Jingyun Lv, a další
Vydáno: (2024-02-01)

Convergence to equilibrium of relatively compact solutions to evolution equations
Autor: Tomas Barta
Vydáno: (2014-03-01)

On The Iterated Exponent of Convergence of Solutions of Linear Differential Equations
Autor: Abdallah EL FARISSI
Vydáno: (2015-03-01)

Convergence of the Solutions on the Generalized Korteweg–de Vries Equation∗
Autor: Giuseppe Maria Coclite, a další
Vydáno: (2016-03-01)

On The Iterated Exponent of Convergence of Solutions of Linear Differential Equations
Autor: Abdallah EL FARISSI
Vydáno: (2015-03-01)

Rate of convergence for solutions to Dirichlet problems of quasilinear equations
Autor: Zhiren Jin
Vydáno: (2003-12-01)

On the convergence of solutions to second-order neutral difference equations
Autor: Małgorzata Migda, a další
Vydáno: (2019-01-01)

Convergence of approximate solution of delay Volterra integral equations
Autor: M. Zarebnia, a další
Vydáno: (2016-09-01)

On convergence criteria for branched continued fraction
Autor: T.M. Antonova
Vydáno: (2020-06-01)

On the exponential convergence to a limit of solutions of perturbed linear Volterra equations
Autor: John Appleby, a další
Vydáno: (2005-05-01)

Stability and convergence analysis of singular integral equations for unequal arms branch crack problems in plane elasticity
Autor: Ghorbanpoor, R., a další
Vydáno: (2022)