Approximation d'tun filtre avec observation sur une variete compacte

DOI10.1080/17442508808833520zbMath0649.60048OpenAlexW2087704602MaRDI QIDQ3794989

Monique Pontier

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508808833520

zbMATH Keywords

nonlinear filteringdiffusions on manifoldsdiscrete approximations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (1)

Filtrage approche et calcul stochastique non causal

Cites Work

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• Resolution trajectorielle et analyse numerique des equations differentielles stochastiques
• Transformations of the Brownian motion on a Riemannian symmetric space
• Approximating Ito integrals of differential forms and geodesic deviation
• Filtrage non lineaire avec observation sur une variete
• [https://portal.mardi4nfdi.de/wiki/Publication:4155579 Sur l'int�grabilit� uniforme des martingales exponentielles]
• On the optimal filtering of diffusion processes

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