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:1999:10.2307/3318714,
author = {Brigo, D and Hanzon, B and Le, Gland F},
doi = {10.2307/3318714},
journal = {BERNOULLI},
pages = {495--534},
title = {Approximate nonlinear filtering by projection on exponential manifolds of densities},
url = {http://dx.doi.org/10.2307/3318714},
volume = {5},
year = {1999}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Brigo,D
AU - Hanzon,B
AU - Le,Gland F
DO - 10.2307/3318714
EP - 534
PY - 1999///
SN - 1350-7265
SP - 495
TI - Approximate nonlinear filtering by projection on exponential manifolds of densities
T2 - BERNOULLI
UR - http://dx.doi.org/10.2307/3318714
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000084941900005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
VL - 5
ER -