References of "Schiltz, Jang 50003012"
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See detailTime depending Malliavin calculus on manifolds and application to nonlinear filtering
Schiltz, Jang UL

in Probability and Mathematical Statistics (1998), 18(2), 319-334

In this paper, we prove, using Malliavin calculus, that under a global Hormander condition the law of a Riemannian manifold valued stochastic process, a solution of a stochastic differential equation with ... [more ▼]

In this paper, we prove, using Malliavin calculus, that under a global Hormander condition the law of a Riemannian manifold valued stochastic process, a solution of a stochastic differential equation with time dependent coefficients, admits a smooth density with respect to the Riemannian volume element. This result is applied to a nonlinear filtering problem with time dependent coefficients on manifolds. [less ▲]

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See detailMalliavin Calculus with time dependent coefficients applied to a class of stochastic differential equations
Schiltz, Jang UL

in Stochastic Analysis & Applications (1998), 16(6), 1073-1100

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See detailNonlinear filtering with a high signal-to-noise ratio in the correlated case
Schiltz, Jang UL

Scientific Conference (1997, November 04)

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See detailNonlinear filtering with a high signal-to-noise ratio
Schiltz, Jang UL

Scientific Conference (1997, September 06)

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See detailFiltrage de diffusions faiblement bruitées dans le cas corrélé
Schiltz, Jang UL

in Comptes Rendus de l'Académie des Sciences. Série I. Mathématique (1997), 325

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See detailNonlinear filtering with correlated noises in infinite dimension
Boulanger, Christophe; Schiltz, Jang UL

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 ▲]

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See detailSmoothness of the density for the filter under infinite dimensional noise and unbounded observation coefficients
Florchinger, Patrick; Schiltz, Jang UL

in Martins de Carvalho, J.L. (Ed.) Proceedings of the 2nd Portuguese Conference on Automatic Control (1996)

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