Robustesse du filtre et calcul des variations stochastique
- 1 August 1986
- journal article
- Published by Elsevier in Journal of Functional Analysis
- Vol. 68 (1) , 55-71
- https://doi.org/10.1016/0022-1236(86)90057-1
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- The Malliavin calculus and its application to second order parabolic differential equations: Part IITheory of Computing Systems, 1981
- The Malliavin calculus and its application to second order parabolic differential equations: Part ITheory of Computing Systems, 1981
- Robust filtering for correlated multidimensional observationsMathematische Zeitschrift, 1981
- Régularité des lois conditionnelles en théorie du filtrage non-linéaire et calcul des variations stochastiqueJournal of Functional Analysis, 1981
- Martingales, the Malliavin calculus and hypoellipticity under general H rmander's conditionsProbability Theory and Related Fields, 1981