Asymptotic expansion in nonlinear filtering with homogenization

DOI10.1007/s002459911021zbMath0966.93106OpenAlexW1967707626MaRDI QIDQ1568194

N. Delaunay

Publication date: 14 August 2001

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

Full work available at URL: https://doi.org/10.1007/s002459911021

zbMATH Keywords

homogenizationnonlinear filteringperiodic processesFeynman-Kac and Poisson equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10)

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