Un théorème de convergence de schemas numériques à structure parallèle en filtrage recursif non-linéaire

DOI10.1007/BF01442133zbMath0394.93052OpenAlexW2912162124MaRDI QIDQ1252837

M. Francois Levieux

Publication date: 1978

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01442133

zbMATH Keywords

DiffusionNonlinearBrownian MotionDynamic SystemCausal

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Brownian motion (60J65)

Cites Work

• On the optimal filtering of diffusion processes
• On Square Integrable Martingales

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