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2005
Huyên Pham, Wolfgang Runggaldier, and Afef Sellami, "Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation", Monte Carlo methods and Applications, vol. 11(1), pp. 57-81, 2005. Abstract  Download: Quantization filter process optimal stopping.pdf (345.93 KB)
Emmanuel Gobet, Gilles Pagès, Huyên Pham, and Jacques Printems, Discretization and simulation for a class of SPDEs with applications to Zakai and McKean-Vlasov equations, , 2005. Abstract