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A Comparison of Higher-Order Weak Numerical Schemes for Stopped Stochastic Differential Equations
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- Journal:
- Communications in Computational Physics / Volume 20 / Issue 3 / September 2016
- Published online by Cambridge University Press:
- 31 August 2016, pp. 703-732
- Print publication:
- September 2016
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Nonlinear filtering for observations on a random vector field along a random path. Application to atmospheric turbulent velocities
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- Journal:
- ESAIM: Mathematical Modelling and Numerical Analysis / Volume 44 / Issue 5 / September 2010
- Published online by Cambridge University Press:
- 26 August 2010, pp. 921-945
- Print publication:
- September 2010
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