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Showing results 141 to 150 of 150
   Varadhan estimates for diffusions with time dependent coefficientsSchiltz, Jang  in Huskova, Marie; Lachout, Petr; Visek, Jan Amos (Eds.) Proceedings of Prague Stochastics 98 (1998) Detailed reference viewed: 214 (0 UL) Malliavin Calculus with time dependent coefficients applied to a class of stochastic differential equationsSchiltz, Jang in Stochastic Analysis and Applications (1998), 16(6), 1073-1100 Detailed reference viewed: 275 (3 UL)Nonlinear filtering with a high signal-to-noise ratio in the correlated caseSchiltz, Jang Scientific Conference (1997, November 04) Detailed reference viewed: 115 (0 UL)Sur quelques problèmes concernant le Calcul de Malliavin et son application à la théorie du filtrage non linéaireSchiltz, Jang Doctoral thesis (1997) Detailed reference viewed: 258 (1 UL)Nonlinear filtering with a high signal-to-noise ratioSchiltz, Jang Scientific Conference (1997, September 06) Detailed reference viewed: 224 (0 UL)Nonlinear filtering with correlated noises in infinite dimension; Schiltz, Jang in Proceedings of the European Control Conference 1997 (1997) In this paper, we derive the Kushner-Stratonovich and the Zakai equation for the lter and the unnormalized lter associated with a nonlinear ltering problem with correlated noises, bounded coe cients and a ... [more ▼] In this paper, we derive the Kushner-Stratonovich and the Zakai equation for the lter and the unnormalized lter associated with a nonlinear ltering problem with correlated noises, bounded coe cients and a signal process evolving in an in nite dimensional space. A robust form of the Zakai equation is established when the noises are independent. [less ▲] Detailed reference viewed: 298 (2 UL)Filtrage de diffusions faiblement bruitées dans le cas corréléSchiltz, Jang in Comptes Rendus de l'Académie des Sciences. Série I. Mathématique (1997), 325 Detailed reference viewed: 260 (2 UL)Smoothness of the density for the filter under infinite dimensional noise and unbounded observation coefficientsSchiltz, Jang Scientific Conference (1996, September 12) Detailed reference viewed: 234 (1 UL)Smoothness of the density for the filter under infinite dimensional noise and unbounded observation coefficients; Schiltz, Jang in Martins de Carvalho, J.L. (Ed.) Proceedings of the 2nd Portuguese Conference on Automatic Control (1996) Detailed reference viewed: 226 (0 UL)Le théorème de Hörmander pour des opérateurs du second ordre infiniment dégénérés avec des coefficients dépendant du tempsSchiltz, Jang in Stochastics and Stochastics Reports (1996), 59 Detailed reference viewed: 235 (3 UL) |
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