Kusuoka-Stroock gradient bounds for the solution of the filtering equation (Q2261952): Difference between revisions

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-Dan Crisan
@@ Property / author: Dan Crisan / rank @@
-Normal rank
@@ Property / author @@
-Terence J. Lyons
@@ Property / author: Terence J. Lyons / rank @@
-Normal rank
@@ Property / author @@
+Dan Crisan
@@ Property / author: Dan Crisan / rank @@
+Normal rank
@@ Property / author @@
+Terence J. Lyons
@@ Property / author: Terence J. Lyons / rank @@
+Normal rank
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+MaRDI publication profile
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+W2963048448
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@@ Property / arXiv ID @@
+.0480
@@ Property / arXiv ID: 1311.0480 / rank @@
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@@ Property / cites work @@
+Diffusions conditionnelles. I. Hypoellipticité partielle
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+On a robust version of the integral representation formula of nonlinear filtering
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+Robust filtering: correlated noise and multidimensional observation
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+Cubature Methods and Applications
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+The partial malliavin calculus and its application to non-linear filtering
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+Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
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+Multiple Integral Expansions for Nonlinear Filtering
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+On the optimal filtering of diffusion processes
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@@ links / mardi / name / links / mardi / name @@
+Publication:2261952