Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition

DOI10.1137/S0363012993256617zbMath1035.93508MaRDI QIDQ4874949

Etienne Pardoux, Daniel L. Ocone

Publication date: 11 June 1996

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Mathematics Subject Classification ID

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

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