scientific article; zbMATH DE number 3388896

MaRDI QIDQ5657974zbMATH OpenFDO

Authors Hiroshi Kunita

Publication date 1971

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Estimation and detection in stochastic control theory (93E10)

Cites work

• scientific article; zbMATH DE number 3304501 (Why is no real title available?)
• On Square Integrable Martingales
• On a class of special flows
• Stochastic differential equations for the non linear filtering problem

Cited in

(49)

• Central limit theorem for nonlinear filtering and interacting particle systems
• Exponential stability in discrete-time filtering for non-ergodic signal.
• Changes of filtrations and of probability measures
• On discrete time ergodic filters with wrong initial data
• Ergodicity and accuracy of optimal particle filters for Bayesian data assimilation
• Asymptotic behavior of the forecast-assimilation process with unstable dynamics
• Ergodicity of filtering process by vanishing discount approach
• scientific article; zbMATH DE number 3582989 (Why is no real title available?)
• Ergodicity, Decisions, and Partial Information
• A finitely additive white noise approach to nonlinear filtering
• A classification of the second order degenerate elliptic operators and its probabilistic characterization
• A note on the memory length of optimal nonlinear filters
• On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering
• Ergodicity and stability of the conditional distributions of nondegenerate Markov chains
• A note on exponential stability of the nonlinear filter for denumerable Markov chains
• Linear filtering with fractional noises: large time and small noise asymptotics
• The ergodic problem for some subelliptic operators with unbounded coefficients
• Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
• Backward Nonlinear Smoothing Diffusions
• Measure-valued processes in the control of partially-observable stochastic systems
• Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory
• scientific article; zbMATH DE number 3664110 (Why is no real title available?)
• A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains
• scientific article; zbMATH DE number 95168 (Why is no real title available?)
• Parameter estimation and asymptotic stability in stochastic filtering
• A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals.
• Hybrid stochastic epidemic SIR models with hidden states
• On convergence in distribution of the Markov chain generated by the filter kernel induced by a fully dominated hidden Markov model
• The stability of conditional Markov processes and Markov chains in random environments
• On uniqueness of solutions for the stochastic differential equations of nonlinear filtering
• Observability and nonlinear filtering
• Hawkes process modelling for chemical reaction networks in a random environment
• Ergodic properties of the nonlinear filter.
• Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering
• Asymptotic properties of Bayes estimators for Gaussian Itô\,-\,processes with noisy observations
• Large deviations for interacting particle systems: Applications to non-linear filtering
• On the exchange of intersection and supremum of \({\sigma}\)-fields in filtering theory
• Remarks on the finite energy condition in additive white noise filtering
• Mixed control problem under partial observation
• Diffusion processes in nonequilibrium thermodynamics
• Analysis of error propagation in particle filters with approximation
• Another look at partially observed optimal stochastic control: existence, ergodicity, and approximations without belief-reduction
• An ergodic theorem for filtering with applications to stability
• Ergodicity of hidden Markov models
• On Markov chains induced by partitioned transition probability matrices
• scientific article; zbMATH DE number 3768706 (Why is no real title available?)
• Nonlinear filtering of systems governed by Ito differential equations with jump parameters
• 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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