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

DOI10.1006/jfan.1999.3399zbMath0937.60051WikidataQ103685264 ScholiaQ103685264MaRDI QIDQ1295923

Paul Malliavin, Marco Fuhrman, Giuseppe Da Prato

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

zbMATH Keywords

ergodicity; nonlinear filtering

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60H07: Stochastic calculus of variations and the Malliavin calculus

Related Items

Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals, Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters, A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals.

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