# Asymptotic Expansion in Nonlinear Filtering with Homogenization

## Abstract

The problem of nonlinear filtering is studied for a class of diffusions whose statistics depend periodically on the state and a small parameter {epsilon} . Our purpose here is to show that, under some assumptions, the conditional density of the filtering problem admits an asymptotic expansion (see [2])

- Authors:

- Residence Montebello - Bat. A, 20200 Bastia (France)

- Publication Date:

- OSTI Identifier:
- 21064270

- Resource Type:
- Journal Article

- Journal Name:
- Applied Mathematics and Optimization

- Additional Journal Information:
- Journal Volume: 41; Journal Issue: 3; Other Information: DOI: 10.1007/s002459911021; Copyright (c) 2000 Springer-Verlag New York Inc.; Article Copyright (c) Inc. 2000 Springer-Verlag New York; Country of input: International Atomic Energy Agency (IAEA); Journal ID: ISSN 0095-4616

- Country of Publication:
- United States

- Language:
- English

- Subject:
- 71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; ASYMPTOTIC SOLUTIONS; NONLINEAR PROBLEMS; PERIODICITY; SERIES EXPANSION; STATISTICS

### Citation Formats

```
Marchetti, C.
```*Asymptotic Expansion in Nonlinear Filtering with Homogenization*. United States: N. p., 2000.
Web. doi:10.1007/S002459911021.

```
Marchetti, C.
```*Asymptotic Expansion in Nonlinear Filtering with Homogenization*. United States. doi:10.1007/S002459911021.

```
Marchetti, C. Mon .
"Asymptotic Expansion in Nonlinear Filtering with Homogenization". United States. doi:10.1007/S002459911021.
```

```
@article{osti_21064270,
```

title = {Asymptotic Expansion in Nonlinear Filtering with Homogenization},

author = {Marchetti, C.},

abstractNote = {The problem of nonlinear filtering is studied for a class of diffusions whose statistics depend periodically on the state and a small parameter {epsilon} . Our purpose here is to show that, under some assumptions, the conditional density of the filtering problem admits an asymptotic expansion (see [2])},

doi = {10.1007/S002459911021},

journal = {Applied Mathematics and Optimization},

issn = {0095-4616},

number = 3,

volume = 41,

place = {United States},

year = {2000},

month = {5}

}

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