Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations.

MLA

Zhang, Fengshan, et al. “Numerical Analysis of a Time Discretized Method for Nonlinear Filtering Problem with Lévy Process Observations.” Advances in Computational Mathematics, vol. 50, no. 4, Aug. 2024, pp. 1–32. EBSCOhost, https://doi.org/10.1007/s10444-024-10169-w.

APA

Zhang, F., Zou, Y., Chai, S., & Cao, Y. (2024). Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations. Advances in Computational Mathematics, 50(4), 1–32. https://doi.org/10.1007/s10444-024-10169-w

Chicago

Zhang, Fengshan, Yongkui Zou, Shimin Chai, and Yanzhao Cao. 2024. “Numerical Analysis of a Time Discretized Method for Nonlinear Filtering Problem with Lévy Process Observations.” Advances in Computational Mathematics 50 (4): 1–32. doi:10.1007/s10444-024-10169-w.