An efficient Monte Carlo scheme for Zakai equations
Beck, C.; Becker, S.; Cheridito, P.; Jentzen, A.; Neufeld, A.
Research article in digital collection | Preprint | Peer reviewedDetails about the publication
Name of the repository: arXiv.org
Article number: 2210.13530
Status: submitted / under review
Release year: 2022
Link to the full text: https://arxiv.org/abs/2210.13530
Authors from the University of Münster
| Beck, Christian | Professorship for applied mathematics (Prof. Jentzen) |
| Jentzen, Arnulf | Institute for Analysis and Numerics |