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Book Sections Year : 1992

Numerical approximation for nonlinear filtering and finite―time observers

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hal-00912055 , version 1 (02-12-2013)

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Matthew R. James, François Le Gland. Numerical approximation for nonlinear filtering and finite―time observers. Karatzas, Ioannis and Ocone, Daniel L. Applied Stochastic Analysis, Rutgers University 1991, 177, Springer, pp.159-175, 1992, Lecture Notes in Control and Information Sciences, ⟨10.1007/BFb0007056⟩. ⟨hal-00912055⟩

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