Nonlinear filtering with signal dependent observation noise.
Crisan, Dan ; Kouritzin, Michael A. ; Xiong, Jie
Electronic Communications in Probability [electronic only], Tome 14 (2009), p. 1863-1883 / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
EUDML-ID : urn:eudml:doc:230882 
@article{05636634,
     title = {Nonlinear filtering with signal dependent observation noise.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {14},
     year = {2009},
     pages = {1863-1883},
     zbl = {1191.60050},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636634}
}

Crisan, Dan; Kouritzin, Michael A.; Xiong, Jie. Nonlinear filtering with signal dependent observation noise.. Electronic Communications in Probability [electronic only], Tome 14 (2009) pp. 1863-1883. http://gdmltest.u-ga.fr/item/05636634/