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Hypoellipticity and ergodicity of the Wonham filter as a diffusion process - MaRDI portal

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

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scientific article; zbMATH DE number 5977808
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English
Hypoellipticity and ergodicity of the Wonham filter as a diffusion process
scientific article; zbMATH DE number 5977808

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