A high order time discretization of the solution of the non-linear filtering problem (2019)

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s40072-019-00157-3

Publication URI: http://dx.doi.org/10.1007/s40072-019-00157-3

Type: Journal Article/Review

Parent Publication: Stochastics and Partial Differential Equations: Analysis and Computations

Issue: 4