Filtrage de diffusions faiblement bruitées dans le cas corrélé

DOI10.1016/S0764-4442(97)83552-5zbMath0931.60028MaRDI QIDQ4385797

J. Schiltz

Publication date: 20 April 1998

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculusnonlinear filtering problemMarkovian diffusion processGirsanov exponential

Mathematics Subject Classification ID

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

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