Asymptotic Ergodicity of the Process of
β
Giuseppe Da Prato; Marco Fuhrman; Paul Malliavin
π
Article
π
1999
π
Elsevier Science
π
English
β 171 KB
We consider a sample of a trajectory of an ergodic process m x through a stationary noisy observation process. We study the asymptotic ergodicity of the phase process. ## 1999 Academic Press Contents. 1. Meaning of asymptotic ergodicity. 2. Robust resolution of the Zakai equation through a phase