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• A Splitting Method for Nonlinear Filtering Problems with Diffusive and Point Process Observations

  Fengshan Zhang, Yongkui Zou, Shimin Chai, Yanzhao Cao

  2024-10-29

  17875 1149 Pages:996-1020

• A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems

  Feng Bao, Yanzhao Cao & Weidong Zhao

  2018-08-21

  47712 3715 Pages:1573-1601