Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method.
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| Title: | Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method. |
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| Authors: | Profeta, Christophe1, Sagna, Abass1,2 |
| Source: | Stochastics: An International Journal of Probability & Stochastic Processes. Feb2015, Vol. 87 Issue 1, p112-141. 30p. |
| Database: | Academic Search Ultimate |
| ISSN: | 17442508 |
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| DOI: | 10.1080/17442508.2014.924937 |
