Discretization and Simulation of the Zakai Equation

Discretization and Simulation of the Zakai Equation

Gobet, Emmanuel, Pagès, Gilles, Pham, Huyên, Printems, Jacques
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Volume:
44
Language:
english
Journal:
SIAM Journal on Numerical Analysis
DOI:
10.1137/050623140
Date:
January, 2006
File:
PDF, 379 KB
english, 2006
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