scientific article

zbMath0535.60033MaRDI QIDQ3319496

Mireille Chaleyat-Maurel

Publication date: 1983

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

robustnessnonlinear filteringstochastic calculus of variations

Mathematics Subject Classification ID

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

Related Items

Stochastic calculus of variations for stochastic partial differential equations, Unnamed Item, Differentiable measures and the Malliavin calculus

Cites Work

• Robust filtering for correlated multidimensional observations
• Régularité des lois conditionnelles en théorie du filtrage non-linéaire et calcul des variations stochastique
• The partial malliavin calculus and its application to non-linear filtering
• [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]
• The Malliavin calculus and its application to second order parabolic differential equations: Part II
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