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MR2272604 (2008c:60063) 60H35 (60G35 60H07 60H15 65C30)
Gobet, Emmanuel; Pagès, Gilles; Pham, Huyên; Printems, Jacques Discretization and simulation of the Zakai equation. SIAM J. Numer. Anal. 44 (2006), no. 6, 2505--2538 (electronic).
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