Hypoellipticity and ergodicity of the Wonham filter as a diffusion process (Q647497): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:52, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Hypoellipticity and ergodicity of the Wonham filter as a diffusion process |
scientific article |
Statements
Hypoellipticity and ergodicity of the Wonham filter as a diffusion process (English)
0 references
23 November 2011
0 references
Wonham filter
0 references
ergodicity
0 references
hypoellipticity
0 references
Hörmander's condition
0 references