Free Access
Issue
ESAIM: M2AN
Volume 20, Number 2, 1986
Page(s) 203 - 223
DOI https://doi.org/10.1051/m2an/1986200202031
Published online 31 January 2017
  1. P BILLINGSLEY, Probability and Measure J Wiley (1979) [MR: 534323] [Zbl: 0411.60001]
  2. L BREIMAN, Probability Addison-Wesley (1968) [MR: 229267] [Zbl: 0174.48801]
  3. F CAMPILLO, Filtrage et Détection de Ruptures de Processus Partiellement Observé,Thèse de Troisième Cycle, Université de Provence (1984)
  4. D A DAWSON, Galerkin approximation of nonlinear Markov processes, in Statistics & Related Topics, M Csorgo, D A Dawson, J N K Rao, A K Md Saleh (eds) North-Holland (1981) [MR: 665284] [Zbl: 0469.60078]
  5. B S GARBOW,J M BOYLE, J J DONGARA & C B BOYLER, Matrix Eigen System Routines - EISPACK - Guide Extension, Lecture Notes in Computer Science (1977) [Zbl: 0368.65020]
  6. W GAUTSCHI, On generating orthogonal polynomials SIAM J Sci Stat Comp ,vol 3, n° 3 (1982), 289-317 [MR: 667829] [Zbl: 0482.65011]
  7. O A LADYZENSKAJA, V A SOLONNIKOV, N N URAL'CEVA Linear and Quasilinear Equations of Parabole Type Amer Math Socie (1968)
  8. F LE GLAND, Estimation de Paramètres dans les Processus Stochastiques en Observation Incomplète Application a un Problème de Radio-Astronomie Thèse de Docteur-Ingénieur, Université Paris 9 (1981)
  9. E PARDOUX, Equations du filtrage non-linéaire de l'aprédiction et du lissage Stochastics, 6 (1982), 193-231 [MR: 665400] [Zbl: 0491.93062]
  10. P A RAVIART, An analysis of particle methods CEME Course in Numerical Methods in Fluids Dynamics, Como, July 83, Lecture Notes in Mathematics Springer Verlag [MR: 802214] [Zbl: 0598.76003]
  11. J A SHOHAT & J D TAMARKIN, The Problem of Moments Amer Math Socie (1950) [MR: 8438] [Zbl: 0041.43302]
  12. D W STROOCK, S R S VARADHAN, Multidimensional Diffusion Processes Springer Verlag (1979) [MR: 532498] [Zbl: 0426.60069]
  13. J C WHEELER, Modified moments and gaussian quadrature Rocky Montain J Math , 4 (1974), 287-296 [MR: 334466] [Zbl: 0309.65009]

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