@inproceedings{abdd33110fd24e3f84790357287f9486,
title = "On Sequential Monte Carlo Sampling of Discretely Observed Stochastic Differential Equations",
keywords = "continuous-discrete filtering, Girsanov theorem, particle filter, sequential importance resampling, stochastic differential equation, continuous-discrete filtering, Girsanov theorem, particle filter, sequential importance resampling, stochastic differential equation, continuous-discrete filtering, Girsanov theorem, particle filter, sequential importance resampling, stochastic differential equation",
author = "Simo S{\"a}rkk{\"a}",
year = "2006",
language = "English",
booktitle = "Cambridge, Syyskuu 2006",
}