Convergence Analysis of Splitting-Up Algorithm of the Zakai's Equation with Correlated Noises

Xue Luo, Ting Pan, Wenhui Dong. Convergence Analysis of Splitting-Up Algorithm of the Zakai's Equation with Correlated Noises. J. Systems Science & Complexity, 36(3):922-946, June 2023. [doi]

Authors

Xue Luo

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Ting Pan

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Wenhui Dong

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