Emmanuel Gobet, Gilles Pagès, Huyên Pham, Jacques Printems. Discretization and Simulation of the Zakai Equation. SIAM J. Numerical Analysis, 44(6):2505-2538, 2006. [doi]
@article{GobetPPP06,
title = {Discretization and Simulation of the Zakai Equation},
author = {Emmanuel Gobet and Gilles Pagès and Huyên Pham and Jacques Printems},
year = {2006},
doi = {10.1137/050623140},
url = {http://dx.doi.org/10.1137/050623140},
researchr = {https://researchr.org/publication/GobetPPP06},
cites = {0},
citedby = {0},
journal = {SIAM J. Numerical Analysis},
volume = {44},
number = {6},
pages = {2505-2538},
}