Filtrage avec observation discontinuesur une variété. existence d'une densité régulière

DOI10.1080/17442509608834034zbMath0897.60044OpenAlexW2475786448MaRDI QIDQ4363288

Patrick Florchinger, Anne Estrade, Monique Pontier

Publication date: 14 December 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509608834034

zbMATH Keywords

Malliavin calculusfilteringregular density

Mathematics Subject Classification ID

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

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