Exact rates of convergeance for a branching particle approximation to the solution of the Zakai equation
Open Access
- 1 April 2003
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 31 (2)
- https://doi.org/10.1214/aop/1048516533
Abstract
No abstract availableThis publication has 17 references indexed in Scilit:
- A particle approximation of the solution of the Kushner–Stratonovitch equationProbability Theory and Related Fields, 1999
- Particle representations for a class of nonlinear SPDEsStochastic Processes and their Applications, 1999
- Convergence of a Branching Particle Method to the Solution of the Zakai EquationSIAM Journal on Applied Mathematics, 1998
- Nonlinear filtering and measure-valued processesProbability Theory and Related Fields, 1997
- Unique Characterization of Conditional Distributions in Nonlinear FilteringThe Annals of Probability, 1988
- ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSESMathematics of the USSR-Izvestiya, 1978
- Sur les theories du filtrage et de la predictionPublished by Springer Nature ,1977
- On the optimal filtering of diffusion processesProbability Theory and Related Fields, 1969
- Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation ErrorsThe Annals of Mathematical Statistics, 1968
- Dynamical equations for optimal nonlinear filteringJournal of Differential Equations, 1967