On the non-existence of stationary diffusions which satisfy the Benes condition

DOI10.1016/0167-6911(83)90073-7zbMATH Open0519.93061OpenAlexW1994616822MaRDI QIDQ1055385FDOQ1055385

Ofer Zeitouni

Publication date: 1983

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(83)90073-7

zbMATH Keywords

nonlinear filteringone-dimensional diffusionBenes condition

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Diffusion processes (60J60) Stationary stochastic processes (60G10)

Cites Work

• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• On the Nature of the Spectrum of Singular Second Order Linear Differential Equations
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (1)

• Asymptotic stability of beneš filters

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