Discretization and Simulation of the Zakai Equation

Discretization and Simulation of the Zakai Equation

Emmanuel Gobet, Gilles Pagès, Huyên Pham and Jacques Printems
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Volume:
44
Year:
2006
Language:
english
Journal:
SIAM Journal on Numerical Analysis
DOI:
10.2307/40232905
File:
PDF, 2.06 MB
english, 2006
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