Quenched Large Deviations for One Dimensional Nonlinear Filtering

DOI10.1137/S0363012903365032zbMath1101.60017arXivmath/0306020MaRDI QIDQ4652582

Etienne Pardoux, Ofer Zeitouni

Publication date: 28 February 2005

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0306020

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Large deviations (60F10)

Related Items (3)

Some Large Deviation Asymptotics in Small Noise Filtering Problems ⋮ Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics ⋮ Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise

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