A Lie algebraic criterion for non-existence of finite dimensionally computable filters
- 1 January 1989
- book chapter
- Published by Springer Nature
- p. 197-204
- https://doi.org/10.1007/bfb0083947
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- Stochastic calculus of variations for stochastic partial differential equationsJournal of Functional Analysis, 1988
- Proprietes d'absolue continuite dans les espaces de dirichlet et application aux equations differentielles stochastiquesPublished by Springer Nature ,1986
- Algebraic and Geometric Methods in Nonlinear FilteringSIAM Journal on Control and Optimization, 1984
- Des resultats de non existence de filtre de dimension finieStochastics, 1984
- Finite Dimensional Causal Functionals of Brownian MotionPublished by Springer Nature ,1983
- Multiple Integral Expansions for Nonlinear FilteringStochastics, 1983
- Equations of non-linear filtering; and application to stochastic control with partial observationPublished by Springer Nature ,1982
- Diffusions conditionnelles. I. Hypoellipticité partielleJournal of Functional Analysis, 1981
- Régularité des lois conditionnelles en théorie du filtrage non-linéaire et calcul des variations stochastiqueJournal of Functional Analysis, 1981
- Sur l'unicité retrograde des equations paraboliques et quelques questions voisinesArchive for Rational Mechanics and Analysis, 1973