Kusuoka-Stroock gradient bounds for the solution of the filtering equation
Publication:2261952
DOI10.1016/j.jfa.2014.12.009zbMath1333.60147arXiv1311.0480MaRDI QIDQ2261952
Christian Litterer, Dan Crisan, Terence J. Lyons
Publication date: 13 March 2015
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.0480
stochastic partial differential equation; gradient bounds; filtering equation; randomly perturbed semigroup
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
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