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The support of the density of a filter in the uncorrelated case

Part of the Lecture Notes in Mathematics book series (LNM,volume 1390)

Keywords

  • Stochastic Differential Equation
  • Malliavin Calculus
  • Frechet Space
  • Support Theorem
  • Stochastic Differential System

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References

  1. Bismut J.M., Michel D.: Diffusions conditionnelles. J. Funct. Anal. Part I, 44, 174–211 (1981), Part II, 4, 274–292 (1982).

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  4. Chaleyat-Maurel M., Michel D.: A Stroock-Varadhan support theorem in non linear filtering theory. Submitted to Theory of Probability and Applications.

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© 1989 Springer-Verlag

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Chaleyat-Maurel, M., Michel, D. (1989). The support of the density of a filter in the uncorrelated case. In: Da Prato, G., Tubaro, L. (eds) Stochastic Partial Differential Equations and Applications II. Lecture Notes in Mathematics, vol 1390. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083934

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  • DOI: https://doi.org/10.1007/BFb0083934

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51510-4

  • Online ISBN: 978-3-540-48200-0

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