Non-linear smoothing of infinite-dimensional diffusion processes

DOI10.1080/17442508608833427MaRDI QIDQ3747427zbMATH OpenOpenAlexFDO

Authors Jean-Dominique Deuschel

Publication date 1986

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508608833427

zbMATH Keywords

Girsanov transformationinfinite dimensional diffusion processconditional lawBismut's version of Malliavin's calculussmooth gradient systemVasserstein metric

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Recommendations

• On the joint nonlinear filtering-smoothing of diffusion processes
• scientific article; zbMATH DE number 3852935
• scientific article; zbMATH DE number 4055506
• Existence of a smooth density for the filter in nonlinear filtering with infinite dimensional noise
• scientific article; zbMATH DE number 3990527

Cites work

• scientific article; zbMATH DE number 3505708 (Why is no real title available?)
• scientific article; zbMATH DE number 3236476 (Why is no real title available?)
• A robust discrete state approximation to the optimal nonlinear filter for a diffusiont
• Canonical and microcanonical Gibbs states
• Prescribing a System of Random Variables by Conditional Distributions
• Stationary measures of stochastic gradient systems, infinite lattice models
• Équations du filtrage non linéaire de la prédiction et du lissage

Cited in

(10)

• Smooth diffusion measures and their transformations
• Large deviations and stationary measures for interacting particle systems
• A Gibson approach to infinite-dimensional Brownian diffusions
• Branching random tessellations with interaction: a thermodynamic view
• GLAUBER DYNAMICS FOR QUANTUM LATTICE SYSTEMS
• Backward Nonlinear Smoothing Diffusions
• scientific article; zbMATH DE number 1021774 (Why is no real title available?)
• Smoothness of the distribution of the supremum of a multi-dimensional diffusion process
• Smoothing effect of degenerate diffusion
• Infinite-dimensional diffusion processes as Gibbs measures on \(C[0,1]^{Z^ d}\)

This page was built for publication: Non-linear smoothing of infinite-dimensional diffusion processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3747427)