ArticleOriginal scientific text

Title

Invariant measures of the pair: state, approximate filtering process

Authors 1

Affiliations

  1. Institute of Mathematics, Polish Academy of Sciences, Śniadeckich 8, 00-950 Warszawa, Poland

Bibliography

  1. J. Dugundji and A. Granas, Fixed Point Theory, Vol. I, PWN, Warszawa 1982.
  2. H. Kunita, Asymptotic behavior of the nonlinear filtering errors of Markov processes, J. Multivariate Anal. 1 (1971), 365-393.
  3. H. Kushner and H. Huang, Approximate and limit results for nonlinear filters with wide band-width observation noise, LCDS Report 84-36, Brown University, 1984.
  4. R. Sikorski, Advanced Calculus. Functions of Several Variables, PWN, Warszawa 1969.
  5. A. V. Skorokhod, Asymptotic Methods of the Theory of Stochastic Differential Equations, Naukova Dumka, Kiev 1987 (in Russian).
  6. Ł. Stettner, On invariant measures of filtering processes, in: Stochastic Differential Systems, Proc. 4th Bad Honnef Conf., 1988, Lecture Notes in Control and Inform. Sci. 126, Springer, 1989, 279-292.
Pages:
347-351
Main language of publication
English
Received
1989-11-08
Accepted
1989-12-13
Published
1991
Exact and natural sciences