scientific article; zbMATH DE number 4005257

MaRDI QIDQ3756230zbMATH OpenFDO

Authors Mireille Chaleyat-Maurel

Publication date 1987

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)

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

Cited in

(12)

• Continuité par rapport a la trajectoire de l'observation du filtre assoclé a des systemes corrélés a coefficients de l'observation non bornés
• Path continuity of the nonlinear filter
• scientific article; zbMATH DE number 4055505 (Why is no real title available?)
• scientific article; zbMATH DE number 3850185 (Why is no real title available?)
• Robustness of the nonlinear filter: the correlated case.
• Robustness in the theory of nonlinear filtration
• Une propriete de continuite en filtrage non lineaire
• Pathwise nonlinear filtering with correlated noise
• Stochastic partial differential equations with unbounded coefficients and applications. III
• Shaping filters and the upward continuation problem
• Continuity of the filter with unbounded observation coefficients
• Robustness of the nonlinear filter

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