Nonlinear filtering for stochastic systems with fixed delay: Approximation by a modified Milstein scheme
| Autor: | Calzolari, Antonella a, Florchinger, Patrick b, Nappo, Giovanna c, ⁎ |
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| Zdroj: | In Computers and Mathematics with Applications 2011 61(9):2498-2509 |
| Databáze: | ScienceDirect |
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