Title of article
Interacting particle systems approximations of the Kushner-Stratonovitch equation
Author/Authors
Moral، P. Del نويسنده , , Crisan، D. نويسنده , , Lyons، T. J نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
-818
From page
819
To page
0
Abstract
In this paper we consider the continuous-time filtering problem and we estimate the order of convergence of an interacting particle system scheme presented by the authors in previous works. We will discuss how the discrete time approximating model of the Kushner-Stratonovitch equation and the genetic type interacting particle system approximation combine. We present quenched error bounds as well as mean order convergence results.
Keywords
k-median problem , subadditive Euclidean functional , boundary functional , Location problems
Journal title
Advances in Applied Probability
Serial Year
1999
Journal title
Advances in Applied Probability
Record number
81210
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