Discretization and simulation of the Zakai Equation
Pagès, G. ; Pham, H. ; Gobet, E. ; Printems, J.
HAL, hal-00707850 / Harvested from HAL
Text on HAL
International audience
Publié le : 2007-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00707850,
     author = {Pag\`es, G. and Pham, H. and Gobet, E. and Printems, J.},
     title = {Discretization and simulation of the Zakai Equation},
     journal = {HAL},
     volume = {2007},
     number = {0},
     year = {2007},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00707850}
}

Pagès, G.; Pham, H.; Gobet, E.; Printems, J. Discretization and simulation of the Zakai Equation. HAL, Tome 2007 (2007) no. 0, . http://gdmltest.u-ga.fr/item/hal-00707850/