• 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