Exponential stability for nonlinear filtering
Rami Atar, Ofer Zeitouni (1997)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “On the stability of nonlinear Feynman-Kac semigroups”
Exponential stability for nonlinear filtering
On a class of Markov type semigroups in spaces of uniformly continuous and bounded functions
Enrico Priola (1999)
Studia Mathematica
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We study a new class of Markov type semigroups (not strongly continuous in general) in the space of all real, uniformly continuous and bounded functions on a separable metric space E. Our results allow us to characterize the generators of Markov transition semigroups in infinite dimensions such as the heat and the Ornstein-Uhlenbeck semigroups.
On the stability of interacting processes with applications to filtering and genetic algorithms
Pierre Del Moral, Alice Guionnet (2001)
Annales de l'I.H.P. Probabilités et statistiques
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Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces
Marco Fuhrman (1995)
Studia Mathematica
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We consider a semigroup acting on real-valued functions defined in a Hilbert space H, arising as a transition semigroup of a given stochastic process in H. We find sufficient conditions for analyticity of the semigroup in the space, where μ is a gaussian measure in H, intrinsically related to the process. We show that the infinitesimal generator of the semigroup is associated with a bilinear closed coercive form in . A closability criterion for such forms is presented. Examples are...
Branching and interacting particle systems. Approximations of Feynman-Kac formulae with applications to non-linear filtering
Pierre Del Moral, Laurent Miclo (2000)
Séminaire de probabilités de Strasbourg
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On the existence of a dual semigroup
Sergei E. Kuznetsov (1992)
Séminaire de probabilités de Strasbourg
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Markov operators: applications to diffusion processes and population dynamics
Ryszard Rudnicki (2000)
Applicationes Mathematicae
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This note contains a survey of recent results concerning asymptotic properties of Markov operators and semigroups. Some biological and physical applications are given.