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The Monte-Carlo method for filtering with discrete-time observations |
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| Authors: | Pierre Del Moral Jean Jacod Philip Protter |
| Affiliation: | (1) LSP, Bat. 1R1, Université Paul Sabatier, 118 route de Narbonne, 31062 Toulouse, France (CNRS UMR C5583), FR;(2) Laboratoire de Probabilités et Modèles aléatoires, Université Paris 6, 4 place Jussieu, 75252 Paris, France (CNRS UMR 7599), FR;(3) ORIE, Rhodes Hall, Cornell University, Ithaca, NY 14853-3801, USA and Mathematics and Statistics Departments, Purdue University, W. Lafayette, IN 47907-1395, USA. e-mail: pep4@cornell.edu, US |
| Abstract: | |
| Keywords: | Mathematics Subject Classification (2000): 60G35 93E11 65C05 65C30 60J60 |
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