Nonlinear filtering with degenerate noise

DOI10.1214/17-ECP74zbMath1386.60199OpenAlexW2749114289MaRDI QIDQ2411766

Etienne Pardoux, David Jaures Fotsa Mbogne

Publication date: 25 October 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ecp/1502762750

zbMATH Keywords

nonlinear filteringsingular observation noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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