Kusuoka-Stroock gradient bounds for the solution of the filtering equation (2015)

First Author: Crisan D
Attributed to:  Rough path analysis and non-linear stochastic systems funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jfa.2014.12.009

Publication URI: http://dx.doi.org/10.1016/j.jfa.2014.12.009

Type: Journal Article/Review

Parent Publication: Journal of Functional Analysis

Issue: 7