Referenced Items are not available for this document.
In this paper we consider the Ito's stochastic differential equation in Hilbert spaces. We discuss and analyze several time-integration methods and higher order difference approximations. Applications to the Zakai equation and the Kushner equation in the nonlinear filtering problem are presented
Published in:
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
(Volume:4
)
Date of Conference: 13-15 Dec 1995
- Page(s):
- 4035 - 4040 vol.4
- Meeting Date :
- 13 Dec 1995-15 Dec 1995
- ISSN :
- 0191-2216
- Print ISBN:
- 0-7803-2685-7
- INSPEC Accession Number:
- 5189897
- Conference Location :
- New Orleans, LA
- Digital Object Identifier :
- 10.1109/CDC.1995.479237
- Product Type:
- Conference Publications
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