On Sequential Monte Carlo Sampling of Discretely Observed Stochastic Differential Equations

    Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

    6 Citations (Scopus)
    Original languageEnglish
    Title of host publicationCambridge, Syyskuu 2006
    Publication statusPublished - 2006
    MoE publication typeA4 Article in a conference publication

    Keywords

    • continuous-discrete filtering
    • Girsanov theorem
    • particle filter
    • sequential importance resampling
    • stochastic differential equation

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