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]
@article{LuoPD23,
title = {Convergence Analysis of Splitting-Up Algorithm of the Zakai's Equation with Correlated Noises},
author = {Xue Luo and Ting Pan and Wenhui Dong},
year = {2023},
month = {June},
doi = {10.1007/s11424-023-1479-3},
url = {https://doi.org/10.1007/s11424-023-1479-3},
researchr = {https://researchr.org/publication/LuoPD23},
cites = {0},
citedby = {0},
journal = {J. Systems Science & Complexity},
volume = {36},
number = {3},
pages = {922-946},
}