Geodesic
On Continuous Time Ergodic Filters with Wrong Initial Data
Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 2, pp. 240-276 Cet article a éte moissonné depuis la source Math-Net.Ru

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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. 
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A. Yu. Veretennikov; M. L. Kleptsyna. On Continuous Time Ergodic Filters with Wrong Initial Data. Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 2, pp. 240-276. http://geodesic.mathdoc.fr/item/TVP_2008_53_2_a2/

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