Continuité par rapport a la trajectoire de l'observation du filtre assoclé a des systemes corrélés a coefficients de l'observation non bornés
DOI10.1080/17442508908833582zbMATH Open0694.60037OpenAlexW1985387755MaRDI QIDQ3469969FDOQ3469969
Authors: Patrick Florchinger 
Publication date: 1989
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508908833582
Recommendations
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
Cites Work
- Title not available (Why is that?)
- On the gap between deterministic and stochastic ordinary differential equations
- Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes
- Robust filtering for correlated multidimensional observations
- Title not available (Why is that?)
- Diffusions conditionnelles. I. Hypoellipticité partielle
- Robustesse de la solution des problemes de filtrage avec bruit blanc independant†
Cited In (4)
- Zakai equation of nonlinear filtering with unbounded coefficients. The case of dependent noises
- Continuity of the filter with unbounded observation coefficients
- A continuity property for the filter associated to Hilbert-space valued systems
- Malliavin calculus with time dependent coefficients and application to nonlinear filtering
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