"Filtering for fast mean-reverting processes."

Andrew Papanicolaou (2010)

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DOI: 10.3233/ASY-2010-1011

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type: Journal Article

metadata version: 2022-10-02

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Andrew Papanicolaou:
Filtering for fast mean-reverting processes. Asymptot. Anal. 70(3-4): 155-176 (2010)

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