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

LUO Xue, PAN Ting, DONG Wenhui

系统科学与复杂性(英文) ›› 2023, Vol. 36 ›› Issue (3) : 922-946.

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系统科学与复杂性(英文) ›› 2023, Vol. 36 ›› Issue (3) : 922-946. DOI: 10.1007/s11424-023-1479-3

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

    LUO Xue1,2, PAN Ting1,2, DONG Wenhui3
作者信息 +

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

    LUO Xue1,2, PAN Ting1,2, DONG Wenhui3
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2023, 36(3): 922-946 https://doi.org/10.1007/s11424-023-1479-3
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2023, 36(3): 922-946 https://doi.org/10.1007/s11424-023-1479-3
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