Geodesic
On Continuous Time Ergodic Filters with Wrong Initial Data
Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 2, pp. 240-276

Voir la notice de l'article provenant de la source Math-Net.Ru

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. 
@article{TVP_2008_53_2_a2,
     author = {A. Yu. Veretennikov and M. L. Kleptsyna},
     title = {On {Continuous} {Time} {Ergodic} {Filters} with {Wrong} {Initial} {Data}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {240--276},
     publisher = {mathdoc},
     volume = {53},
     number = {2},
     year = {2008},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2008_53_2_a2/}
}
TY  - JOUR
AU  - A. Yu. Veretennikov
AU  - M. L. Kleptsyna
TI  - On Continuous Time Ergodic Filters with Wrong Initial Data
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2008
SP  - 240
EP  - 276
VL  - 53
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_2008_53_2_a2/
LA  - ru
ID  - TVP_2008_53_2_a2
ER  - 
%0 Journal Article
%A A. Yu. Veretennikov
%A M. L. Kleptsyna
%T On Continuous Time Ergodic Filters with Wrong Initial Data
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2008
%P 240-276
%V 53
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_2008_53_2_a2/
%G ru
%F TVP_2008_53_2_a2
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/