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SUMMARY:On accelerated numerical schemes for nonlinear filtering. - Gyongy
 \, I (Edinburgh)
DTSTART:20100614T130000Z
DTEND:20100614T135000Z
UID:TALK25298@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:Some numerical schemes\, in particular\,  finite difference ap
 proximations  are considered to calculate nonlinear filters for partially 
 observed diffusion processes. Theorems on Richardson's acceleration of the
  convergence of numerical schemes are presented. The talk is based on join
 t result with Nicolai Krylov.  \n\n
LOCATION:Seminar Room 1\, Newton Institute
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