Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems (Q1296742)
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scientific article; zbMATH DE number 1319923
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| English | Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems |
scientific article; zbMATH DE number 1319923 |
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Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems (English)
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7 June 2000
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The author considers interacting and branching particle approximations of discrete time and measure-valued dynamical systems. He studies the convergene of the particle density profiles to the desired distribution when the number of particles is growing. The proof of convergence is based on semigroup techniques. The principal motivation is related to the nonlinear filtering problem, for which the author applies the previous results.
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measure-valued dynamical systems
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nonlinear filtering
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0.8805108070373535
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0.8769406676292419
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0.8764631152153015
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