Particle Representation for the Solution of the Filtering Problem. Application to the Error Expansion of Filtering Discretizations

Authors

Dan Crisan, Imperial College London, Huxley's Building,180 Queen's Gate, London SW7 2AZ, United KingdomFollow
Thomas G. Kurtz, University of Wisconsin-Madison, 48 Lincoln Drive, Madison WI 53706-1388, USAFollow
Salvador Ortiz-Latorre, University of Oslo, Niels Henrik Abels hus, Moltke Moes vei 35, 0851 Oslo, NorwayFollow

Recommended Citation

Crisan, Dan; Kurtz, Thomas G.; and Ortiz-Latorre, Salvador (2021) "Particle Representation for the Solution of the Filtering Problem. Application to the Error Expansion of Filtering Discretizations," Journal of Stochastic Analysis: Vol. 2: No. 3, Article 15.
DOI: 10.31390/josa.2.3.15
Available at: https://repository.lsu.edu/josa/vol2/iss3/15

DOI

10.31390/josa.2.3.15