Monte Carlo methods for backward equations in nonlinear filtering (2016)

First Author: Milstein G
Attributed to:  NUMERICS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS OF PARABOLIC TYPE funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1239/aap/1240319577

Publication URI: http://dx.doi.org/10.1239/aap/1240319577

Type: Journal Article/Review

Parent Publication: Advances in Applied Probability

Issue: 1