Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations

DOI10.1080/17442508.2023.2282160MaRDI QIDQ6647800

Shengqing Zhu, Huijie Qiao

Publication date: 3 December 2024

Published in: Stochastics (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Large deviations (60F10)

Cites Work

• Title not available (Why is that?)
• Variational representations for continuous time processes
• Asymptotic Bayesian estimation of a first order equation with small diffusion
• Fundamentals of stochastic filtering
• Large deviation principle for optimal filtering
• Evolution equations for Markov processes: Application to the white-noise theory of filtering
• Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise
• Large deviations for optimal filtering with fractional Brownian motion
• Nonlinear Filtering Theory for McKean--Vlasov Type Stochastic Differential Equations
• Quenched Large Deviations for One Dimensional Nonlinear Filtering
• Space-distribution PDEs for path independent additive functionals of McKean–Vlasov SDEs

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