Nonlinear filtering for stochastic systems with fixed delay: Approximation by a modified Milstein scheme
Antonella Calzolari, Patrick Florchinger, Giovanna NappoVolume:
61
Year:
2011
Language:
english
Pages:
12
DOI:
10.1016/j.camwa.2011.02.036
File:
PDF, 314 KB
english, 2011