Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain

DOI10.1214/aop/1022855873zbMath0930.93080OpenAlexW1547841240MaRDI QIDQ1307454

Rami Atar

Publication date: 31 October 1999

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022855873

zbMATH Keywords

nonlinear filteringdecay rateinitial condition

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic stability in control theory (93E15) Diffusion processes (60J60)

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