@misc{Twardowska_Krystyna_Approximation, author={Twardowska, Krystyna and Marnik, Tomasz and Pasławska-Południak, Monika}, howpublished={online}, publisher={Zielona Góra: Uniwersytet Zielonogórski}, language={eng}, abstract={A nonlinear filtering problem with delays in the state and observation equations is considered. The unnormalized conditional probability density of the filtered diffusion process satisfies the so-called Zakai equation and solves the nonlinear filtering problem. We examine the solution of the Zakai equation using an approximation result. Our theoretical deliberations are illustrated by a numerical example.}, title={Approximation of the Zakai equation in a nonlinear filtering problem with delay}, type={artykuł}, keywords={nonlinear filtering, stochastic differential equations with delay, Zakai's equation}, }