Nonlinear filtering problem with contamination

Annals of Applied Probability

Volumn 7, Issue 4, 1997, Pages 917-934

  Kleptsina, M L ^a   Liptser, R Sh ^b   Serebrovski, A P ^c  

^a MOSCOW STATE UNIVERSITY   (Russian Federation)

^b TEL AVIV UNIVERSITY   (Israel)

^c INSTITUTE FOR INFORMATION TRANSMISSION PROBLEMS   (Russian Federation)

Author keywords

Averaging principle; Convergence of total variation; Diffusions

Indexed keywords

EID: 0031260689     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1043862418     Document Type: Article

References (17)

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