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Article Dans Une Revue Stochastic Processes and their Applications Année : 2006

Computable infinite-dimensional filters with applications to discretized diffusion processes

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hal-00275177 , version 1 (22-04-2008)

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  • HAL Id : hal-00275177 , version 1

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Valentine Genon-Catalot, Mireille Chaleyat-Maurel. Computable infinite-dimensional filters with applications to discretized diffusion processes. Stochastic Processes and their Applications, 2006, 116 (10), pp.1447-1467. ⟨hal-00275177⟩
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