✦ LIBER ✦

An Approximation for the Zakai Equation

✍ Scribed by Y. Hu; G. Kallianpur; J. Xiong

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Approximations to solutions of the zakai

✍ Elliott, Robert J.; Glowinski, Roland 📂 Article 📅 1989 🏛 Taylor and Francis Group 🌐 English ⚖ 606 KB

Wong-Zakai approximations of stochastic

✍ Gianmario Tessitore; Jerzy Zabczyk 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 246 KB

Pathwise approximation and simulation fo

✍ M. Sun; R. Glowinski 📂 Article 📅 1993 🏛 Springer Milan 🌐 English ⚖ 706 KB

On Wong-Zakai approximation of stochasti

✍ Franz Konecny 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 277 KB

Approximation of the Zakaï Equation by t

✍ Bensoussan, A.; Glowinski, R.; Rascanu, A. 📂 Article 📅 1990 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 893 KB

Rate of Convergence of Wong–Zakai Approx

✍ Istvan Gyongy; Anton Shmatkov 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 699 KB