Keywords
- Stochastic Differential Equation
- Malliavin Calculus
- Frechet Space
- Support Theorem
- Stochastic Differential System
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
This is a preview of subscription content, access via your institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
Bismut J.M., Michel D.: Diffusions conditionnelles. J. Funct. Anal. Part I, 44, 174–211 (1981), Part II, 4, 274–292 (1982).
Clark J.M.C.: The design of robust approximation to the stochastic differential equations of non linear filtering. Comm. Systems and Random Process theory. (ed. J.K. Skwirzinski) Sithoff and Noordhoof (1978).
Chaleyat-Maurel M., Michel D.: The support of the law of a filter in C∞ topology, in Stochastic differential systems, stochastic control theory and applications. The IMA volumes in maths and its applications, Vol. 10, ed. W. Fleming, P.L. Lions Springer Verlag.
Chaleyat-Maurel M., Michel D.: A Stroock-Varadhan support theorem in non linear filtering theory. Submitted to Theory of Probability and Applications.
Davis M.H.A.: Pathwise non linear filtering, in Stochastic systems: The mathematics of filtering and identification and applications. Hazewinkel and Willems; ed. Reidel Dorchecht (1981).
Gyongy I: in this volume.
Kusuoka S., Stoock D.W.: The partial Malliavin calculus and its application to non linear filtering. Stochastics, 12, 83–142 (1984).
Stroock D.W., Varadhan S.: On the support of diffusion processes with application to the strong maximum principle. Proc. 6th Berkeley Symp. Maths. Stat. Prob. III, 361–368. University of California Press-Berkeley (1972).
Ustünel A.S.: To appear in "Proceedings of the workshop on stochastic analysis". Silivri. Turkey.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1989 Springer-Verlag
About this paper
Cite this paper
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
Download citation
DOI: https://doi.org/10.1007/BFb0083934
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-51510-4
Online ISBN: 978-3-540-48200-0
eBook Packages: Springer Book Archive
