• Title of article

    Asymptotic Ergodicity of the Process of Conditional Law in Some Problem of Non-linear Filtering

  • Author/Authors

    Da Prato، نويسنده , , Giuseppe and Fuhrman، نويسنده , , Marco and Malliavin، نويسنده , , Paul، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1999
  • Pages
    22
  • From page
    356
  • To page
    377
  • Abstract
    We consider a sample of a trajectory of an ergodic processmxthrough a stationary noisy observation process. We study the asymptotic ergodicity of the phase process.
  • Journal title
    Journal of Functional Analysis
  • Serial Year
    1999
  • Journal title
    Journal of Functional Analysis
  • Record number

    1549325