Convergence in Nonlinear Filtering for Stochastic Delay Systems
DOI10.1137/050646135zbMATH Open1152.60035OpenAlexW2043874552MaRDI QIDQ3525930FDOQ3525930
Authors: Patrick Florchinger, Antonella Calzolari, Giovanna Nappo 
Publication date: 23 September 2008
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/050646135
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- Approximation of Nonlinear Filters for Markov Systems with Delayed Observations
- Discrete approximation of nonlinear filtering for stochastic delay equations
- Nonlinear Filtering for Markov Systems with Delayed Observations
- Title not available (Why is that?)
- Filtering on nonlinear time-delay stochastic systems
- Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme
- Convergence of nonlinear filters for randomly perturbed dynamical systems
- Discretisation of stochastic control problems for continuous time dynamics with delay
- Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay
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