Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering

DOI10.1006/JFAN.1999.3399zbMATH Open0937.60051OpenAlexW2082531674WikidataQ103685264 ScholiaQ103685264MaRDI QIDQ1295923FDOQ1295923

Authors: Guiseppe Da Prato, Marco Fuhrman, Paul Malliavin 

Publication date: 28 May 2000

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1999.3399

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zbMATH Keywords

ergodicitynonlinear filtering

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Filtering in stochastic control theory (93E11)

Cites Work

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Cited In (9)

• Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals
• Stochastic calculus of variations on complex line bundle and construction of unitarizing measures for the Poincaré disk
• On the stability of positive semigroups
• A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals.
• Title not available (Why is that?)
• Hypoellipticity and ergodicity of the Wonham filter as a diffusion process
• Conditional ergodicity in infinite dimension
• Model robustness of finite state nonlinear filtering over the infinite time horizon
• Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters

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