Existence of a smooth density for the filter in nonlinear filtering with infinite dimensional noise

DOI10.1016/0167-6911(91)90007-2MaRDI QIDQ809974zbMATH OpenOpenAlexFDO

Authors Patrick Florchinger

Publication date 1991

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(91)90007-2

zbMATH Keywords

Malliavin calculusstochastic differential equationstochastic calculus of variationsnonlinear filtering problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10)

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• Malliavin calculus with time dependent coefficients and application to nonlinear filtering
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Cited in

(9)

• Filtrage avec observation discontinuesur une variété. existence d'une densité régulière
• scientific article; zbMATH DE number 140590 (Why is no real title available?)
• Differentiable measures and the Malliavin calculus
• The existence of smooth densities for the prediction filtering and smoothing problems
• Non-linear smoothing of infinite-dimensional diffusion processes
• scientific article; zbMATH DE number 4001997 (Why is no real title available?)
• scientific article; zbMATH DE number 4147211 (Why is no real title available?)
• scientific article; zbMATH DE number 4054718 (Why is no real title available?)
• Malliavin calculus with time dependent coefficients and application to nonlinear filtering

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