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Filtrage de diffusions avec conditions frontieres : caracterisation de la densite conditionnelle

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© 1978 Springer-Verlag

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Pardoux, E. (1978). Filtrage de diffusions avec conditions frontieres : caracterisation de la densite conditionnelle. In: Dacunha-Castelle, D., Van Cutsem, B. (eds) Journées de Statistique des Processus Stochastiques. Lecture Notes in Mathematics, vol 636. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0063264

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  • DOI: https://doi.org/10.1007/BFb0063264

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