Kouritzin, Michael A., Sun, Wei, and Xiong, Jie. "Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation.." Electronic Journal of Probability [electronic only] 9 (2004): 560-574. <http://eudml.org/doc/124798>.
@article{Kouritzin2004,
author = {Kouritzin, Michael A., Sun, Wei, Xiong, Jie},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {nonparametric functional estimation; simulations; particle filter algorithm},
language = {eng},
pages = {560-574},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation.},
url = {http://eudml.org/doc/124798},
volume = {9},
year = {2004},
}
TY - JOUR
AU - Kouritzin, Michael A.
AU - Sun, Wei
AU - Xiong, Jie
TI - Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation.
JO - Electronic Journal of Probability [electronic only]
PY - 2004
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 9
SP - 560
EP - 574
LA - eng
KW - nonparametric functional estimation; simulations; particle filter algorithm
UR - http://eudml.org/doc/124798
ER -
