Invariant measures of the pair: state, approximate filtering process

• Autorzy: Ł. Stettner
• Języki publikacji: EN
• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Colloquium Mathematicum
• Rocznik: 1991
• Tom: 62
• Numer: 2
• Strony: 347-351

Daty

wydano

1991

otrzymano

1989-11-08

poprawiono

1989-12-13

Twórcy

autor

Ł. Stettner

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

Bibliografia

• [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.