Time dependent Malliavin calculus on manifolds and application to nonlinear filtering

MaRDI QIDQ2771995zbMATH OpenFDO

Authors Jang Schiltz

Publication date 18 February 2002

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

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)

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