Fengshan Zhang

Splitting-up Spectral Method for Nonlinear Filtering Problems with Correlation Noises

Yanzhao Cao, Shimin Chai, Yongkui Zou, 2022, Journal of Scientific Computing.

Numerical analysis of a time discretized method for nonlinear filtering problem with L\'evy process observations

Yanzhao Cao, Shimin Chai, Yongkui Zou, 2022, 2211.14837.