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Reduction of the Zakai equation by invariance group techniques

Stochastic Processes and their Applications, 73(1): 119--130, 1998.
Authors: Michel Cohen de Lara
URL: http://www.sciencedirect.com/science/article/B6V1B-3SYVG19-6/1/9aaffb096d07cfdd939d7997f748c7be
Description: Stochastic Processes and their Applications
Tags: Filtering
| URL | BibTeX  
@article{deLara1998,
title = {Reduction of the Zakai equation by invariance group techniques},
author = {Michel Cohen de Lara},
day = {15},
journal = {Stochastic Processes and their Applications},
month = {Jan},
number = {1},
pages = {119--130},
url = {http://www.sciencedirect.com/science/article/B6V1B-3SYVG19-6/1/9aaffb096d07cfdd939d7997f748c7be},
volume = {73},
year = {1998},
description = {Stochastic Processes and their Applications},
keywords = {Filtering }
}