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Teoriya Veroyatnostei i ee Primeneniya, 2008, Volume 53, Issue 2, Pages 240–276
DOI: https://doi.org/10.4213/tvp2408 (Mi tvp2408) 		 
This article is cited in 3 scientific papers (total in 3 papers)

On Continuous Time Ergodic Filters with Wrong Initial Data

A. Yu. Veretennikova, M. L. Kleptsynab

a Institute for Information Transmission Problems, Russian Academy of Sciences
b M. V. Lomonosov Moscow State University
Full-text PDF (3770 kB) Citations (3)
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DOI: https://doi.org/10.4213/tvp2408
Abstract: For a class of nonuniformly ergodic Markov diffusions, under observations subject to a Wiener noise, it is shown that a wrong initial data is forgotten with a certain rate in certain topologies.
Keywords: Markov diffusion filters, initial data robustness, misspecified problems.
Received: 16.03.2006
English version:
Theory of Probability and its Applications, 2009, Volume 53, Issue 2, Pages 269–300
DOI: https://doi.org/10.1137/S0040585X97983535
Bibliographic databases:
Language: Russian
Citation: A. Yu. Veretennikov, M. L. Kleptsyna, “On Continuous Time Ergodic Filters with Wrong Initial Data”, Teor. Veroyatnost. i Primenen., 53:2 (2008), 240–276; Theory Probab. Appl., 53:2 (2009), 269–300
Citation in format AMSBIB
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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