Symmetrized solutions for nonlinear stochastic differential equations.
Adomian, G., Sibul, L.H. (1981)
International Journal of Mathematics and Mathematical Sciences
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Adomian, G., Sibul, L.H. (1981)
International Journal of Mathematics and Mathematical Sciences
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Deeba, Elias, Xie, Shishen (2004)
International Journal of Mathematics and Mathematical Sciences
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Aman, Auguste, N'Zi, Modeste (2003)
Journal of Applied Mathematics and Stochastic Analysis
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Svetlana Janković (1998)
Zbornik Radova
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Zhao, Lin (2010)
International Journal of Stochastic Analysis
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Lisei, Hannelore (2001)
Mathematica Pannonica
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Krieger, Henry A. (1991)
International Journal of Mathematics and Mathematical Sciences
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Krystyna Twardowska, Tomasz Marnik, Monika Pasławska-Południak (2003)
International Journal of Applied Mathematics and Computer Science
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A nonlinear filtering problem with delays in the state and observation equations is considered. The unnormalized conditional probability density of the filtered diffusion process satisfies the so-called Zakai equation and solves the nonlinear filtering problem. We examine the solution of the Zakai equation using an approximation result. Our theoretical deliberations are illustrated by a numerical example.
Ayoola, E.O., Adeyeye, John O. (2007)
Journal of Applied Mathematics and Stochastic Analysis
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Samanta, G.P. (2011)
International Journal of Stochastic Analysis
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Balachandran, K., Kim, J.-H. (2010)
International Journal of Mathematics and Mathematical Sciences
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M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
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M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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