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

LUO Xue, PAN Ting, DONG Wenhui

Journal of Systems Science & Complexity ›› 2023, Vol. 36 ›› Issue (3) : 922-946.

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Journal of Systems Science & Complexity ›› 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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2023, 36(3): 922-946 https://doi.org/10.1007/s11424-023-1479-3

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