Large deviations for interacting particle systems: Applications to non-linear filtering-Reference-Cited by-同舟云学术

Large deviations for interacting particle systems: Applications to non-linear filtering

Published:1998-10 Issue:1 Volume:78 Page:69-95
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Moral P.Del,Guionnet A.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference34 articles.

1. Azencott, R., 1980. Grandres déviations et applications. In: Hennequin, P.L. (Ed.), Ecoles d’Eté de Probabilités de Saint Flour VIII-1978. Lecture Notes in Mathematics, vol. 774. Springer, Berlin, pp. 1–176.

2. Ben Arous, G., Brunaud, M., 1990. Methode de Laplace: Etude variationnelle des fluctuations de diffusions de type “champ moyen”. Stochastics 31–32, 79–144.

3. Exact finite-dimensional filters for certain diffusions with nonlinear drift;Benes;Stochastics,1981

4. Carvalho H., 1995. Filtrage optimal non linéaire du signal GPS NAVSTAR en racalage de centrales de navigation. Thèse de L’Ecole Nationale Supérieure de l’Aéronautique et de l’Espace, September.

5. Carvalho, H., Del Moral, P., Monin, A., Salut, G., 1995. Optimal non-linear filtering in GPS/INS Integration. IEEE Trans. Aerospace Electron. Systems.

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