Hypoellipticity and ergodicity of the Wonham filter as a diffusion process (Q647497)

From MaRDI portal





scientific article; zbMATH DE number 5977808
Language Label Description Also known as
English
Hypoellipticity and ergodicity of the Wonham filter as a diffusion process
scientific article; zbMATH DE number 5977808

    Statements

    Hypoellipticity and ergodicity of the Wonham filter as a diffusion process (English)
    0 references
    0 references
    0 references
    23 November 2011
    0 references
    Wonham filter
    0 references
    ergodicity
    0 references
    hypoellipticity
    0 references
    Hörmander's condition
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references