Un nouveau principe de grandes déviations en théorie du filtrage non linéaire. (A new large deviations principle in nonlinear filtering theory)

zbMath0739.60030MaRDI QIDQ1181805

S. Singh

Publication date: 27 June 1992

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1991__27_3_407_0

zbMATH Keywords

large deviations principleBrownian motionsconditional probability distributionsignal-observation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Large deviations (60F10)

Related Items (2)

Some Large Deviation Asymptotics in Small Noise Filtering Problems ⋮ On a probabilistic approach to a problem of semi-classical analysis

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