Particle approximations for a class of stochastic partial differential equations

Applied Mathematics and Optimization

Volumn 54, Issue 3, 2006, Pages 293-314

  Crisan, D ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Nonlinear filtering; Particle approximations; Stochastic partial differential equations

Indexed keywords

PARTIAL DIFFERENTIAL EQUATIONS; PROBLEM SOLVING; RANDOM PROCESSES;

PARTICLE APPROXIMATIONS; SIGNAL NOISE; STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS;

APPROXIMATION THEORY;

EID: 33750311423     PISSN: 00954616     EISSN: 14320606     Source Type: Journal    
DOI: 10.1007/s00245-006-0872-3     Document Type: Article

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