Inference in hidden Markov models, 2005. ,
Computable infinite-dimensional filters with applications to discretized diffusion processes, Stoch. Proc. and Applic, pp.1447-1467, 2006. ,
DOI : 10.1016/j.spa.2006.03.004
URL : https://hal.archives-ouvertes.fr/hal-00004889
Random scale perturbation of an AR(1) process and its properties as a nonlinear explicit filter, Bernoulli, vol.10, issue.4, pp.701-720, 2004. ,
DOI : 10.3150/bj/1093265637
A Second Course in Stochastic Processes, 1981. ,
Fonctions spéciales de la physique mathématique, 1983. ,