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"Sequential Discretization Schemes for a Class of Stochastic Differential ..."

Ömer Deniz Akyildiz, Dan Crisan, Joaquín Míguez (2024)

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DOI: 10.1137/23M1560124

access: closed

type: Journal Article

metadata version: 2024-05-17

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  - journals/siamnum/AkyildizCM24
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Ömer Deniz Akyildiz, Dan Crisan, Joaquín Míguez:
Sequential Discretization Schemes for a Class of Stochastic Differential Equations and their Application to Bayesian Filtering. SIAM J. Numer. Anal. 62(2): 946-973 (2024)

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