Conditional ergodicity in infinite dimension

DOI10.1214/13-AOP879zbMath1351.37032arXiv1208.3182OpenAlexW3105002670WikidataQ105584283 ScholiaQ105584283MaRDI QIDQ471147

Xin Thomson Tong, Ramon van Handel

Publication date: 14 November 2014

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.3182

zbMATH Keywords

nonlinear filteringconditional ergodicityergodic theory of infinite-dimensional Markov processes and non-Markov processeszero-two laws

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Signal detection and filtering (aspects of stochastic processes) (60G35) Ergodic theorems, spectral theory, Markov operators (37A30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

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