scientific article; zbMATH DE number 140590

zbMATH Open0766.60064MaRDI QIDQ4029017FDOQ4029017

Authors: Patrick Florchinger 

Publication date: 28 March 1993

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

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zbMATH Keywords

nonlinear filteringoptimal filterMalliavin's calculusHörmander conditionmanifold-valued Wiener functionals

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Filtering in stochastic control theory (93E11)

Cited In (4)

• Filtrage avec observation discontinuesur une variété. existence d'une densité régulière
• Approximate nonlinear filtering by projection on exponential manifolds of densities
• The existence of smooth densities for the prediction filtering and smoothing problems
• Time dependent Malliavin calculus on manifolds and application to nonlinear filtering

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