{"title":"McKean-Vlasov随机微分方程非线性滤波的大偏差原理","authors":"Huijie Qiao, Shengqing Zhu","doi":"10.1080/17442508.2023.2282160","DOIUrl":null,"url":null,"abstract":"In this paper, we study large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations. First of all, we establish the large deviation principle for the space...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"87 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-11-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations\",\"authors\":\"Huijie Qiao, Shengqing Zhu\",\"doi\":\"10.1080/17442508.2023.2282160\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we study large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations. First of all, we establish the large deviation principle for the space...\",\"PeriodicalId\":501524,\"journal\":{\"name\":\"Stochastics\",\"volume\":\"87 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-11-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/17442508.2023.2282160\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/17442508.2023.2282160","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations
In this paper, we study large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations. First of all, we establish the large deviation principle for the space...