"Numerical analysis of a time discretized method for nonlinear filtering ..."

Fengshan Zhang et al. (2024)

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DOI: 10.1007/S10444-024-10169-W

access: open

type: Journal Article

metadata version: 2024-12-09

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Fengshan Zhang, Yongkui Zou, Shimin Chai, Yanzhao Cao:
Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations. Adv. Comput. Math. 50(4): 73 (2024)

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