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Discretization and Simulation of the Zakai Equation
Gobet, Emmanuel, Pagès, Gilles, Pham, Huyên, Printems, JacquesVolume:
44
Language:
english
Journal:
SIAM Journal on Numerical Analysis
DOI:
10.1137/050623140
Date:
January, 2006
File:
PDF, 379 KB
english, 2006