On the Reference Probability Approach to the Equations of Non-Linear Filtering (Q3746591): Difference between revisions

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+On the optimal filtering of diffusion processes
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+Exact finite-dimensional filters for certain diffusions with nonlinear drift
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+New exact nonlinear filters with large Lie algebras
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+Stochastic partial differential equations and filtering of diffusion processes
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+Régularité des lois conditionnelles en théorie du filtrage non-linéaire et calcul des variations stochastique
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+The partial malliavin calculus and its application to non-linear filtering
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+Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients
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+A lower bound on the estimation error for certain diffusion processes
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+An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods
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