scientific article; zbMATH DE number 17496

zbMATH Open0738.60033MaRDI QIDQ3974818FDOQ3974818

Authors: Bernard Deylon, Ofer Zeitouni 

Publication date: 26 June 1992

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

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zbMATH Keywords

conditional densitynonlinear filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (10)

• Exponential stability in discrete-time filtering for non-ergodic signal.
• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• Microstructure models with short-term inertia and stochastic volatility
• Stability of the nonlinear filter for slowly switching Markov chains
• On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions
• Observability and nonlinear filtering
• Stability of the filter with Poisson observations
• An ergodic theorem for filtering with applications to stability
• Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain
• Exponential stability of discrete-time filters for bounded observation noise

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