Asymptotic Ergodicity of the Process of Conditional Law in Some Problem of Non-linear Filtering-Reference-Cited by-同舟云学术

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Asymptotic Ergodicity of the Process of Conditional Law in Some Problem of Non-linear Filtering

Published:1999-06 Issue:2 Volume:164 Page:356-377
ISSN:0022-1236
Container-title:Journal of Functional Analysis
language:en
Short-container-title:Journal of Functional Analysis

Author:

Da Prato Giuseppe,Fuhrman Marco,Malliavin Paul

Publisher

Elsevier BV

Subject

Analysis

Reference25 articles.

1. On the support of Wiener functionals;Aida,1993

2. R. Atar, O. Zeitouni, Exponential stability in non linear filtering, Ann. Institut H. Poincaré Probab. Statist.

3. Décroissance exponentielle du noyau de la chaleur sur la diagonale, parts I et II;Ben Arous;Probab. Theory Related Fields,1991

4. Diffusions conditionnelles;Bismut;J. Funct. Anal.,1981

5. Comportement en temps long pour des problèmes de filtrage sans bruit de dynamique;Cérou;C. R. Acad. Sci. Paris,1995

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2. Stochastic Calculus of Variations on complex line bundle and construction of unitarizing measures for the Poincaré disk;Journal of Functional Analysis;2009-01

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4. Model robustness of finite state nonlinear filtering over the infinite time horizon;The Annals of Applied Probability;2007-04-01

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