Hidden Markov chain filtering for generalised Bessel processes

Authors
Elliott, R Platen, E
Citation
R. Elliott et E. Platen, Hidden Markov chain filtering for generalised Bessel processes, TRENDS MATH, 2001, pp. 123-143
Categorie Soggetti
Current Book Contents
Journal title
STOCHASTICS IN FINITE AND INFINITE DIMENSIONS → ACNP
Year of publication
2001
Pages
123 - 143
Database
ISI
SICI code