Ergodicity of Filtering Processes: the History of a Mistake And Attempts to Correct it

• Autorzy: Łukasz Stettner
• Języki publikacji: EN

Abstrakty

EN

The paper describes briefly a history of filtering problems of Markov processes and then concentrates on ergodic properties of filtering process. A mistake in a famous Kunita paper on ergodicity of filtering processes is shown. Then the paper reviews various attempts trying to correct this mistake. (original abstract)

Słowa kluczowe

EN

Mathematics; Algebra; Markov process

PL

Matematyka; Algebra; Procesy Markowa

• Czasopismo: Annales Mathematicae Silesianae
• Rocznik: 2013
• Tom: 27
• Strony: 39--58

Twórcy

autor

Łukasz Stettner

• Polish Academy of Sciences, Poland

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