| Istvan Gyongy |
| Tue 14 Apr 2015, 16:00 - 17:00 |
| VENUE TO BE CONFIRMED |
If you have a question about this talk, please contact: Rik Sarkar (rsarkar)
Title:
On nonlinear filtering and stochastic partial differential equations
Abstract:
A nonlinear signal and observation model is considered, and the corresponding
Cauchy problems for stochastic PDEs are discussed.
Results on conditional distributions of the signal process are presented.
A robustness property of the filter is shown, and estimates
of the accuracy of its numerical approximations are obtained.