Poisson's Equation in Nonlinear Filtering (Q5252489): Difference between revisions

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+A simple proof of the Poincaré inequality for a large class of probability measures
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+Q4391441
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+Q4399897
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+A Liapounov bound for solutions of the Poisson equation
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+The Variational Formulation of the Fokker--Planck Equation
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+Q3908216
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+Markov Chains and Stochastic Stability
@@ Property / cites work: Markov Chains and Stochastic Stability / rank @@
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+A Variational Approach to Nonlinear Estimation
@@ Property / cites work: A Variational Approach to Nonlinear Estimation / rank @@
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+Feedback Particle Filter
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