Convergence in Nonlinear Filtering for Stochastic Delay Systems

DOI10.1137/050646135zbMath1152.60035OpenAlexW2043874552MaRDI QIDQ3525930

Patrick Florchinger, Giovanna Nappo, Antonella Calzolari

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

zbMATH Keywords

rate of convergencestrong approximationstochastic delay differential equationsconditional laws

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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