Computable infinite-dimensional filters with applications to discretized diffusion processes. - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Stochastic Processes and their Applications Année : 2006

Computable infinite-dimensional filters with applications to discretized diffusion processes.

Fichier non déposé

Dates et versions

hal-00104716 , version 1 (09-10-2006)

Identifiants

  • HAL Id : hal-00104716 , version 1

Citer

M. Chaleyat-Maurel, V. Genon-Catalot. Computable infinite-dimensional filters with applications to discretized diffusion processes.. Stochastic Processes and their Applications, 2006, 116 n.10, pp.1447-1467. ⟨hal-00104716⟩
25 Consultations
0 Téléchargements

Partager

Gmail Facebook X LinkedIn More