Sur les grandes déviations en théorie de filtrage non linéaire

DOI10.4064/sm148-1-2zbMath0988.60061OpenAlexW594671728MaRDI QIDQ2773388

Abdelkarem Berkaoui, Youssef Ouknine, Boualem Djehiche

Publication date: 21 February 2002

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/sm148-1-2

zbMATH Keywords

nonlinear filteringlarge deviationslaws of stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Large deviations (60F10)

Related Items (1)

Some Large Deviation Asymptotics in Small Noise Filtering Problems

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