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Kusuoka-Stroock gradient bounds for the solution of the filtering equation (2013)

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/10.48550/arxiv.1311.0480

Publication URI: https://arxiv.org/abs/1311.0480

Type: Preprint