"Convergence of a Branching Particle Method to the Solution of the Zakai ..."

Dan Crisan, Jessica G. Gaines, Terry J. Lyons (1998)

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DOI: 10.1137/S0036139996307371

access: closed

type: Journal Article

metadata version: 2020-05-20

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Dan Crisan, Jessica G. Gaines, Terry J. Lyons:
Convergence of a Branching Particle Method to the Solution of the Zakai Equation. SIAM J. Appl. Math. 58(5): 1568-1590 (1998)

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