scientific article; zbMATH DE number 140590

MaRDI QIDQ4029017zbMATH OpenFDO

Authors Patrick Florchinger

Publication date 28 March 1993

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)

Recommendations

• Existence of a smooth density for the filter in nonlinear filtering with infinite dimensional noise
• Time dependent Malliavin calculus on manifolds and application to nonlinear filtering
• The existence of smooth densities for the prediction filtering and smoothing problems
• Filtrage avec observation discontinuesur une variété. existence d'une densité régulière
• Stochastic partial differential equations on manifolds. II: Nonlinear filtering

Cited in

(4)

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

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