Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales.

Published in: J. Comput. Appl. Math. (2012)

Keyphrases

approximation methods
data driven
partial differential equations
state space
real time
data sets
neural network
computer vision
decision making
search algorithm
lower bound
probability distribution
differential equations
convergence speed
numerical algorithms