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

✍ Scribed by Crisan, Dan; Gaines, Jessica; Lyons, Terry

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

Convergence of a branching and interacti

✍ Tindel, Samy; Viens, Frederi 📂 Article 📅 2004 🏛 Walter de Gruyter GmbH & Co. KG 🌐 English ⚖ 227 KB

Convergence rate of the Sherman and Pesk

✍ Regnier, H.; Talay, D. 📂 Article 📅 2004 🏛 The Royal Society 🌐 English ⚖ 413 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

Convergence of the Stochastic Weighted P

✍ Matheis, Ingo; Wagner, Wolfgang 📂 Article 📅 2003 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 219 KB

A Branching Method for Studying Stabilit

✍ Yu. F. Dolgii; S. N. Nidchenko 📂 Article 📅 2005 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 165 KB