Monte Carlo methods for backward equations in nonlinear filtering
Milstein, G. N.; Tretyakov, M. V.
- 期刊名称Advances in Applied Probability
- 作者Milstein, G. N.; Tretyakov, M. V.
- 卷第41卷
- 期第1期
- 印刷ISSN0001-8678
- 电子ISSN1475-6064
- 文件大小316.62KB
- 发表时间2009-03
- DOI10.1017/s0001867800003141
- 页码63-100