G. Da Prato et al., Asymptotic ergodicity of the process of conditional law in some problem ofnon-linear filtering, J FUNCT ANA, 164(2), 1999, pp. 356-377
We consider a sample, of a trajectory of an ergodic process m(x) through a
stationary noisy observation process. We study the asymptotic ergodicity of
the phase process. (C) 1999 Academic Press.