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Chapter title |
An Ornstein-Uhlenbeck-Type Process Which Satisfies Sufficient Conditions for a Simulation-Based Filtering Procedure
|
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Chapter number | 8 |
Book title |
Malliavin Calculus and Stochastic Analysis
|
Published by |
Springer, Boston, MA, January 2013
|
DOI | 10.1007/978-1-4614-5906-4_8 |
Book ISBNs |
978-1-4614-5905-7, 978-1-4614-5906-4
|
Authors |
Arturo Kohatsu-Higa, Kazuhiro Yasuda, Kohatsu-Higa, Arturo, Yasuda, Kazuhiro |