Nonlinear filtering and large deviations:a pde-control theoretic approach (Q3783923): Difference between revisions
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| Property / cites work: Two approximations of solutions of Hamilton-Jacobi equations / rank | |||
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| Property / cites work: Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes / rank | |||
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| Property / cites work: Q3672830 / rank | |||
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| Property / cites work: Q5520962 / rank | |||
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| Property / cites work: Asymptotic Bayesian estimation of a first order equation with small diffusion / rank | |||
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| Property / cites work: Maximum-likelihood recursive nonlinear filtering / rank | |||
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Latest revision as of 15:57, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear filtering and large deviations:a pde-control theoretic approach |
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Nonlinear filtering and large deviations:a pde-control theoretic approach (English)
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1988
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asymptotic nonlinear filtering
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large deviation principle
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viscosity solution
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Hamilton-Jacobi-Bellman equation
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convergence
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