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

First Author: Crisan D

Attributed to: Increasing the efficiency of numerical methods for estimating the state of a partially observed system. High order methods for solving parabolic PDEs funded by EPSRC

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