Approximate nonlinear filtering by projection on the exponential manifolds of densities

Research output: Contribution to Journal › Article › Academic

Original language	English
Pages (from-to)	495-534
Number of pages	39
Journal	Bernoulli: A Journal of Mathematical Statistics and Probability
Volume	5
DOIs	https://doi.org/10.2307/3318714
Publication status	Published - 1999

Access to Document

@article{71bad554c68c4a07b63a3f1cc80e10b1,

title = "Approximate nonlinear filtering by projection on the exponential manifolds of densities",

author = "D. Brigo and F. LeGland and B. Hanzon",

year = "1999",

doi = "10.2307/3318714",

language = "English",

volume = "5",

pages = "495--534",

journal = "Bernoulli: A Journal of Mathematical Statistics and Probability",

issn = "1350-7265",

publisher = "Bernoulli Society for Mathematical Statistics and Probability",

}

TY - JOUR

T1 - Approximate nonlinear filtering by projection on the exponential manifolds of densities

AU - Brigo, D.

AU - LeGland, F.

AU - Hanzon, B.

PY - 1999

Y1 - 1999

U2 - 10.2307/3318714

DO - 10.2307/3318714

M3 - Article

SN - 1350-7265

VL - 5

SP - 495

EP - 534

JO - Bernoulli: A Journal of Mathematical Statistics and Probability

JF - Bernoulli: A Journal of Mathematical Statistics and Probability

ER -