The existence of smooth densities for the prediction filtering and smoothing problems-Reference-Cited by-同舟云学术

The existence of smooth densities for the prediction filtering and smoothing problems

Published:1989-03 Issue:3 Volume:14 Page:269-286
ISSN:0167-8019
Container-title:Acta Applicandae Mathematicae
language:en
Short-container-title:Acta Appl Math

Author:

Elliott Robert J.,Kohlmann Michael

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

Link

http://link.springer.com/content/pdf/10.1007/BF01307217.pdf

Reference13 articles.

1. Bismut, J. M.: Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions,Z. Wahrsch. 56 (1981), 469?505.

2. Bismut, J. M. and Michel, D.: Diffusions conditionnelles. 1. Hypoellipticite partielle,J. Funct. Anal. 44 (1981), 174?211.

3. Carverhill, A. P. and Elworthy, K. D.: Flows of stochastic dynamical systems: the functional analytic approach.Z. Wahrsch. 65 (1983), 242?267.

4. Cattiaux, P.: Hypoellipticit� et hypoellipticit� partielle pour les diffisions avec une condition fronti�re,Ann. Inst. Henri Poincar� 22 (1986), 67?112.

5. Elliott, R. J. and Kohlmann, M.: Integration by parts, homogeneous chaos expansions and smooth densities,Ann. Probab. 1989. To appear.

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