Invariant measures of the pair: state, approximate filtering process
Colloquium Mathematicae (1991)
- Volume: 62, Issue: 2, page 347-351
- ISSN: 0010-1354
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top- [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. Zbl0245.93027
- [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. Zbl0182.37901
- [5] A. V. Skorokhod, Asymptotic Methods of the Theory of Stochastic Differential Equations, Naukova Dumka, Kiev 1987 (in Russian). Zbl0709.60057
- [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.
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