Imperial College London

ProfessorDamianoBrigo

Faculty of Natural SciencesDepartment of Mathematics

Chair in Mathematical Finance
 
 
 
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Contact

 

damiano.brigo

 
 
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Location

 

805Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Brigo:1995:10.1016/0167-6911(95)00037-2,
author = {Brigo, D},
doi = {10.1016/0167-6911(95)00037-2},
journal = {SYSTEMS & CONTROL LETTERS},
pages = {363--370},
title = {On the nice behaviour of the Gaussian projection filter with small observation noise},
url = {http://dx.doi.org/10.1016/0167-6911(95)00037-2},
volume = {26},
year = {1995}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Brigo,D
DO - 10.1016/0167-6911(95)00037-2
EP - 370
PY - 1995///
SN - 0167-6911
SP - 363
TI - On the nice behaviour of the Gaussian projection filter with small observation noise
T2 - SYSTEMS & CONTROL LETTERS
UR - http://dx.doi.org/10.1016/0167-6911(95)00037-2
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:A1995TL58000008&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
VL - 26
ER -