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A particle approximation of the solution of the Kushner–Stratonovitch equation

✍ Scribed by D. Crisan; T. Lyons

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Approximation of the Kushner Equation fo

✍ Ito, Kazufumi; Rozovskii, Boris 📂 Article 📅 2000 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 239 KB

A note on the approximation solution of

✍ Jaroslav Koutecký 📂 Article 📅 1956 🏛 Springer 🌐 English ⚖ 176 KB

Approximate solution of the Fokker-Planc

✍ V. M. Voloshchuk 📂 Article 📅 1970 🏛 Springer 🌐 English ⚖ 381 KB

Iterative approximation of the solution

✍ Zou Bao-kang 📂 Article 📅 1991 🏛 Springer 🌐 English ⚖ 275 KB

Stationary Particle Systems Approximatin

✍ Caprino, S.; Pulvirenti, M.; Wagner, W. 📂 Article 📅 1998 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 206 KB

On the solution of approximate equations

✍ Richard Bellman 📂 Article 📅 1979 🏛 Elsevier Science 🌐 English ⚖ 153 KB