Nonlinear filtering for stochastic systems with fixed delay: Approximation by a modified Milstein scheme - researchr publication

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Antonella Calzolari, Patrick Florchinger, Giovanna Nappo. Nonlinear filtering for stochastic systems with fixed delay: Approximation by a modified Milstein scheme. Computers & Mathematics with Applications, 61(9):2498-2509, 2011. [doi]

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