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A theorem on the stability of nonlinear filtering systems

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Probability Theory and Mathematical Statistics

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1299))

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References

  1. G. Kallianpur, Stochastic filtering theory, Springer, 1980.

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  2. S. Kawabata and T. Yamada, On some limit theorems for solutions of stochastic differential equations, Lecture Notes in Math. 920, 412–441.

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  3. Y. Miyahara, A note on the stability problems of nonlinear filtering systems, OIKONOMIKA (Nagoya City Univ.) 23-1(1986), 93–100.

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  4. Y. Okabe and A. Shimizu, On the pathwise uniqueness of solutions of stochastic differential equations, J. Math. Kyoto Univ. 15-2(1975), 455–466.

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  5. J. Picard, Robustesse de la solution des problemes de filtrage avec bruit blanc independant, Stochastics 13(1984), 229–245.

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Author information

Authors and Affiliations

  1. Faculty of Economics, Nagoya City University, Mizuho-ku, 467, Nagoya, Japan

    Yoshio Miyahara

Authors
  1. Yoshio Miyahara
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Shinzo Watanabe Jurii Vasilievich Prokhorov

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© 1988 Springer-Verlag

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Miyahara, Y. (1988). A theorem on the stability of nonlinear filtering systems. In: Watanabe, S., Prokhorov, J.V. (eds) Probability Theory and Mathematical Statistics. Lecture Notes in Mathematics, vol 1299. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0078488

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  • DOI: https://doi.org/10.1007/BFb0078488

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-18814-8

  • Online ISBN: 978-3-540-48187-4

  • eBook Packages: Springer Book Archive

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