A tutorial on particle filters for On-line Non-linear/Non Gaussian Bayesian tracking, 2001. ,
Integration by parts formula for locally smooth laws and applications to sensitivity computations, The Annals of Applied Probability, vol.17, issue.1, 2005. ,
DOI : 10.1214/105051606000000592
URL : https://hal.archives-ouvertes.fr/inria-00070439
A quantization algorithm for solving multidimensional discrete-time optimal stopping problems, Bernoulli, vol.9, issue.6, pp.1003-1049, 2003. ,
DOI : 10.3150/bj/1072215199
URL : https://hal.archives-ouvertes.fr/hal-00104798
First-Order Schemes in the Numerical Quantization Method, Mathematical Finance, vol.13, issue.1, pp.1-16, 2003. ,
DOI : 10.1111/1467-9965.t01-1-00002
URL : https://hal.archives-ouvertes.fr/inria-00072164
A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS, Mathematical Finance, vol.26, issue.2, pp.119-168, 2005. ,
DOI : 10.1287/moor.27.1.121.341
URL : https://hal.archives-ouvertes.fr/inria-00072123
A survey of convergence results on particle filtering methods for practitioners, IEEE Transactions on Signal Processing, vol.50, issue.3, pp.736-746, 2002. ,
DOI : 10.1109/78.984773
Sequential Monte Carlo methods in Practice, 2001. ,
DOI : 10.1007/978-1-4757-3437-9
A non-linear explicit filter, Statistics & Probability Letters, vol.61, issue.2, pp.145-154, 2003. ,
DOI : 10.1016/S0167-7152(02)00344-9
URL : https://hal.archives-ouvertes.fr/hal-00171872
Introduction au filtrage en temps discret. Filtre de Kalman, Modèles de Markov cachés, pp.2002-2003 ,
Novel approach to nonlinear/non-Gaussian Bayesian state estimation, IEE Proceedings F Radar and Signal Processing, vol.140, issue.2, pp.107-113, 1993. ,
DOI : 10.1049/ip-f-2.1993.0015
Foundations of quantization for probability distributions, Lecture Notes in Mathematics, vol.1730, 2000. ,
DOI : 10.1007/BFb0103945
The Monte-Carlo method for filtering with discrete-time observations, Probability Theory and Related Fields, vol.120, issue.3, pp.346-368, 2001. ,
DOI : 10.1007/PL00008786
Optimal quantization methods for nonlinear filtering with discrete-time observations, Bernoulli, vol.11, issue.5, 2003. ,
DOI : 10.3150/bj/1130077599
Optimal Quantization Methods and Applications to Numerical Problems in Finance, Handbook of Computational and Numerical Methods in Finance. S.T. Rachev, Birkhauser, 2004. ,
DOI : 10.1007/978-0-8176-8180-7_7
Quantization Based Filtering Method Using First Order Approximation, SIAM Journal on Numerical Analysis, vol.47, issue.6, 2005. ,
DOI : 10.1137/060652580
URL : https://hal.archives-ouvertes.fr/hal-00008978