On the non-existence of stationary diffusions which satisfy the Benes condition

DOI10.1016/0167-6911(83)90073-7zbMath0519.93061OpenAlexW1994616822MaRDI QIDQ1055385

Ofer Zeitouni

Publication date: 1983

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(83)90073-7

zbMATH Keywords

nonlinear filteringone-dimensional diffusionBenes condition

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Diffusion processes (60J60)

Related Items

Asymptotic stability of beneš filters

Cites Work

• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• On the Nature of the Spectrum of Singular Second Order Linear Differential Equations
• Unnamed Item
• Unnamed Item