References of "Schiltz, Jang 50003012"
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See detailHypoelliptic non-homogeneous diffusions
Schiltz, Jang UL

Scientific Conference (2002, October 10)

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See detailRSA: bases mathématiques
Schiltz, Jang UL

Scientific Conference (2002, May 16)

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See detailApplications of elliptic curves to cryptology
Schiltz, Jang UL

Presentation (2002, April 13)

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See detailElliptic Curves
Schiltz, Jang UL

Presentation (2002, April 03)

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See detailRSA - bases mathématiques
Schiltz, Jang UL

Report (2002)

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See detailLa formule de Clark-Ocone et ses généralisations
Schiltz, Jang UL

Presentation (2000, December 13)

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See detailDifférentiation sur les espaces de Sobolev généralisés
Schiltz, Jang UL

Presentation (2000, November 25)

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See detailLe chaos de Wiener et l'intégrale de Skohorod
Schiltz, Jang UL

Presentation (2000, November 15)

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See detailLe calcul stochastique
Schiltz, Jang UL

Presentation (2000, May 17)

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See detailNonlinear filtering with an infinite dimensional signal process
Schiltz, Jang UL; Boulanger, Christophe

in Portugaliae Matematicae (1999), 56

In this paper, we investigate a nonlinear ¯ltering problem with correlated noises, bounded coe±cients and a signal process evolving in an in¯nite dimensional space. We derive the Kushner{Stratonovich and ... [more ▼]

In this paper, we investigate a nonlinear ¯ltering problem with correlated noises, bounded coe±cients and a signal process evolving in an in¯nite dimensional space. We derive the Kushner{Stratonovich and the Zakai equation for the associated ¯lter respectively unnormalized ¯lter. A robust form of the Zakai equation is established for an uncorrelated ¯ltering problem. [less ▲]

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See detailA support theorem for the filter under infinite dimensional noise and unbounded observation coefficient
Schiltz, Jang UL

in Applied Mathematics & Optimization (1999), 39

In this paper we consider a nonlinear filtering problem with an unbounded observation coefficient, correlated noises, and a signal process driven by an infinite dimensional Brownian motion. We prove that ... [more ▼]

In this paper we consider a nonlinear filtering problem with an unbounded observation coefficient, correlated noises, and a signal process driven by an infinite dimensional Brownian motion. We prove that the unnormalized filter admits a smooth density which is in the Schwartz space and we give a description of the support of the law of this density. [less ▲]

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See detailMalliavin Calculus for infinitely degenerated second order operators
Schiltz, Jang UL

Presentation (1998, March 30)

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See detailFiltrage de diffusions faiblement bruitées
Schiltz, Jang UL

Presentation (1998, February 17)

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See detailVaradhan estimates for diffusions with time dependent coefficients
Schiltz, Jang UL

in Huskova, Marie; Lachout, Petr; Visek, Jan Amos (Eds.) Proceedings of Prague Stochastics 98 (1998)

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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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