Approximate nonlinear filtering by projection on the exponential manifolds of densities

D. Brigo, F. LeGland, B. Hanzon

    Research output: Contribution to JournalArticleAcademic

    Original languageEnglish
    Pages (from-to)495-534
    Number of pages39
    JournalBernoulli: A Journal of Mathematical Statistics and Probability
    Volume5
    DOIs
    Publication statusPublished - 1999

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