Time dependent Malliavin calculus on manifolds and application to nonlinear filtering

zbMATH Open0985.60058MaRDI QIDQ2771995FDOQ2771995

Authors: Jang Schiltz 

Publication date: 18 February 2002

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

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zbMATH Keywords

stochastic differential equationnonlinear filtering problemRiemannian volume elementHörmander condition

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integral equations (60H20)

Cited In (6)

• Contractibility of manifolds by means of stochastic flows
• Title not available (Why is that?)
• Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes
• On the support of solution of a stochastic differential equation without drift
• Title not available (Why is that?)
• Malliavin calculus with time dependent coefficients and application to nonlinear filtering

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