scientific article; zbMATH DE number 3388896

zbMATH Open0245.93027MaRDI QIDQ5657974FDOQ5657974

Authors: Hiroshi Kunita 

Publication date: 1971

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

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Stochastic differential equations for the non linear filtering problem
• On Square Integrable Martingales
• On a class of special flows

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
• Asymptotic behavior of the forecast-assimilation process with unstable dynamics
• Ergodicity and accuracy of optimal particle filters for Bayesian data assimilation
• Ergodicity of filtering process by vanishing discount approach
• Title not available (Why is that?)
• 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
• Backward Nonlinear Smoothing Diffusions
• The ergodic problem for some subelliptic operators with unbounded coefficients
• Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
• Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory
• Title not available (Why is that?)
• Title not available (Why is that?)
• Measure-valued processes in the control of partially-observable stochastic systems
• Parameter estimation and asymptotic stability in stochastic filtering
• A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains
• 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
• On uniqueness of solutions for the stochastic differential equations of nonlinear filtering
• The stability of conditional Markov processes and Markov chains in random environments
• Observability and nonlinear filtering
• Hawkes process modelling for chemical reaction networks in a random environment
• Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering
• Ergodic properties of the nonlinear filter.
• 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
• Diffusion processes in nonequilibrium thermodynamics
• Remarks on the finite energy condition in additive white noise filtering
• Another look at partially observed optimal stochastic control: existence, ergodicity, and approximations without belief-reduction
• Mixed control problem under partial observation
• Analysis of error propagation in particle filters with approximation
• An ergodic theorem for filtering with applications to stability
• Ergodicity of hidden Markov models
• On Markov chains induced by partitioned transition probability matrices
• Title not available (Why is that?)
• Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics
• 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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