Asymptotic ergodicity of the process of conditional law in some problem ofnon-linear filtering

Authors
Da Prato, G Fuhrman, M Malliavin, P
Citation
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
Citations number
26
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF FUNCTIONAL ANALYSIS
ISSN journal
00221236 → ACNP
Volume
164
Issue
2
Year of publication
1999
Pages
356 - 377
Database
ISI
SICI code
0022-1236(19990601)164:2<356:AEOTPO>2.0.ZU;2-0
Abstract
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.