Régularité des lois conditionnelles en théorie du filtrage non-linéaire et calcul des variations stochastique
From MaRDI portal
Publication:1165520
DOI10.1016/0022-1236(81)90059-8zbMath0487.60053OpenAlexW2021165387MaRDI QIDQ1165520
Publication date: 1981
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-1236(81)90059-8
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (20)
On some finite dimensional nonlinear filters for certain diffusions observed in correlated noise ⋮ Propriété d'absolue continuité pour les équations différentielles stochastiques dépendant du passé. (Absolute continuity property for stochastic differential equations depending on the past) ⋮ Stochastic calculus of variations for stochastic partial differential equations ⋮ Unnamed Item ⋮ On the Reference Probability Approach to the Equations of Non-Linear Filtering ⋮ Malliavin calculus with time dependent coefficients and application to nonlinear filtering ⋮ Nonlinear filtering of myxomatosis based on hormonal control of flea reproduction by the rabbit∗ ⋮ The Malliavin calculus, a functional analytic approach ⋮ Diffusions conditionnelles. I. Hypoellipticité partielle ⋮ Hypoellipticity theorems and conditional laws ⋮ Robust parameter estimation for stochastic differential equations ⋮ Finite-dimensional filter for a class of nonlinear systems with correlated noises ⋮ The existence of smooth densities for the prediction filtering and smoothing problems ⋮ Differentiable measures and the Malliavin calculus ⋮ The Malliavin calculus and hypoelliptic differential operators ⋮ Malliavin's stochastic calculus of variations for manifold-valued Wiener functionals and its applications ⋮ Backward Nonlinear Smoothing Diffusions ⋮ The Malliavin calculus ⋮ The partial malliavin calculus and its application to non-linear filtering ⋮ Existence of a smooth density for the filter in nonlinear filtering with infinite dimensional noise
Cites Work
This page was built for publication: Régularité des lois conditionnelles en théorie du filtrage non-linéaire et calcul des variations stochastique
