scientific article; zbMATH DE number 4005257

zbMATH Open0619.60045MaRDI QIDQ3756230FDOQ3756230

Authors: Mireille Chaleyat-Maurel 

Publication date: 1987

Title of this publication is not available (Why is that?)

Recommendations

• Une propriete de continuite en filtrage non lineaire
• Path continuity of the nonlinear filter
• Continuity of the filter with unbounded observation coefficients
• Robustness of the nonlinear filter
• A continuity property for the filter associated to Hilbert-space valued systems

zbMATH Keywords

Malliavin calculusrobustness

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (12)

• Shaping filters and the upward continuation problem
• Pathwise nonlinear filtering with correlated noise
• Continuity of the filter with unbounded observation coefficients
• Path continuity of the nonlinear filter
• Robustness of the nonlinear filter: the correlated case.
• Une propriete de continuite en filtrage non lineaire
• Title not available (Why is that?)
• Stochastic partial differential equations with unbounded coefficients and applications. III
• Continuité par rapport a la trajectoire de l'observation du filtre assoclé a des systemes corrélés a coefficients de l'observation non bornés
• Robustness in the theory of nonlinear filtration
• Robustness of the nonlinear filter
• Title not available (Why is that?)

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