Hypoellipticity and ergodicity of the Wonham filter as a diffusion process
type: Item
instance of: scholarly article
title: Hypoellipticity and ergodicity of the Wonham filter as a diffusion process
zbMATH Open document ID: 1232.93088
author: Takashi Tamura
author: Yusuke Watanabe
published in: Applied Mathematics and Optimization
publication date: 2011-11-23T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 60J20
Mathematics Subject Classification ID: 93B07
zbMATH DE Number: 5977808
zbMATH Keywords: Wonham filter
zbMATH Keywords: ergodicity
zbMATH Keywords: hypoellipticity
zbMATH Keywords: Hörmander's condition
MaRDI profile type: Publication
full work available at URL: s00245-010-9129-2
OpenAlex ID: W2002944115
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DOI: 10.1007/S00245-010-9129-2
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description: scientific article; zbMATH DE number 5977808