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

Lignende værker

• An efficient Monte Carlo scheme for Zakai equations
  af: Beck, Christian, et al.
  Udgivet: (2024)
• Analysis of various estimators for multi-dimensional Zakai equations
  af: Wang, Z
  Udgivet: (2019)
• Extending the Wong-Zakai theorem to reversible Markov processes
  af: Bass, R, et al.
  Udgivet: (2002)
• A particle approximation of the solution of the Kushner-Stratonovitch equation
  af: Crisan, D, et al.
  Udgivet: (1999)
• Improvement of Bobrovsky–Mayor–Wolf–Zakai Bound
  af: Ken-ichi Koike, et al.
  Udgivet: (2021-01-01)