References of "Schiltz, Jang 50003012"
     in
Bookmark and Share    
Peer Reviewed
See detailNonlinear filtering with a high signal-to-noise ratio
Schiltz, Jang UL

Scientific Conference (1997, September 06)

Detailed reference viewed: 29 (0 UL)
Full Text
Peer Reviewed
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

Detailed reference viewed: 66 (2 UL)
Full Text
Peer Reviewed
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 ▲]

Detailed reference viewed: 104 (2 UL)
Full Text
Peer Reviewed
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)

Detailed reference viewed: 22 (0 UL)