Approximation of the Zakaï Equation by the Splitting up Method
- 1 November 1990
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 28 (6) , 1420-1431
- https://doi.org/10.1137/0328074
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Approximations to solutions of the zakai filtering equationStochastic Analysis and Applications, 1989
- On a general class of stochastic partial differential equationsStochastic Environmental Research and Risk Assessment, 1987
- Numerical Methods for Nonlinear Variational ProblemsPublished by Springer Nature ,1984
- Stochastic partial differential equations and filtering of diffusion processesStochastics, 1980
- Methods of Numerical MathematicsPublished by Springer Nature ,1975