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Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations

Published Online: 2024-07-15

Published Print: 2024-08

Authors

Zhang, Fengshan

Zou, Yongkui

Chai, Shimin

Cao, Yanzhao https://orcid.org/0000-0003-2310-3435
Funding

Funding for this research was provided by:

Natural Science Foundation of China (12171199)

Natural Science Foundation of China (11971198)

The research was partly supported by the National Key R &D Program (2020YFA0714101, 2020YFA0713601),)

Jilin Provincial Department of science and technology (20210201015GX)
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Text and Data Mining valid from 2024-07-15

Version of Record valid from 2024-07-15
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Article History

Received: 25 November 2022

Accepted: 18 June 2024

First Online: 15 July 2024

Declarations

:

: The authors declare no competing interests.

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