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"Hermite Spectral Method to 1-D Forward Kolmogorov Equation and Its ..."

Xue Luo, Stephen S.-T. Yau (2013)

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DOI: 10.1109/TAC.2013.2259975

access: closed

type: Journal Article

metadata version: 2020-05-20

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Xue Luo, Stephen S.-T. Yau:
Hermite Spectral Method to 1-D Forward Kolmogorov Equation and Its Application to Nonlinear Filtering Problems. IEEE Trans. Autom. Control. 58(10): 2495-2507 (2013)

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