Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering

DOI10.1006/jfan.1999.3399zbMath0937.60051OpenAlexW2082531674WikidataQ103685264 ScholiaQ103685264MaRDI QIDQ1295923

Marco Fuhrman, Giuseppe Da Prato, Paul Malliavin

Publication date: 28 May 2000

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1999.3399

zbMATH Keywords

ergodicitynonlinear filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals, On the stability of positive semigroups, Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters, Model robustness of finite state nonlinear filtering over the infinite time horizon, Stochastic calculus of variations on complex line bundle and construction of unitarizing measures for the Poincaré disk, A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals.

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