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