Lyapunov Exponents for Finite State Nonlinear Filtering (Q3128447)
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scientific article; zbMATH DE number 1000464
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| English | Lyapunov Exponents for Finite State Nonlinear Filtering |
scientific article; zbMATH DE number 1000464 |
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Lyapunov Exponents for Finite State Nonlinear Filtering (English)
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11 July 2000
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Lyapunov exponents
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nonlinear filtering
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Wonham's equation
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ergodic Markov process
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sensitivity of the solution
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filter initial conditions
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Zakai equation
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stochastic Feynman-Kac formula
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0.8104063272476196
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