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Numerical approximation for nonlinear filtering and finite―time observers

Matthew R. James 1 François Le Gland 2 
2 MEFISTO
CRISAM - Inria Sophia Antipolis - Méditerranée
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Contributor : Francois Le Gland Connect in order to contact the contributor
Submitted on : Monday, December 2, 2013 - 1:20:40 AM
Last modification on : Friday, February 4, 2022 - 3:19:40 AM

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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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