caa a22 4500 445842083 CHVBK 20180317145347.0 cr unu---uuuuu 170323e20110801xx s 000 0 eng 10.1007/s00245-010-9129-2 doi (NATIONALLICENCE)springer-10.1007/s00245-010-9129-2 Hypoellipticity and Ergodicity of the Wonham Filter asaDiffusion Process [Elektronische Daten] [Takashi Tamura, Yûsuke Watanabe] The ergodicity problem of the Wonham filter as a diffusion process is discussed. Since the Wonham equation is degenerate, we apply an ergodic theorem of degenerate Markov diffusions to the problem. Under a certain condition, the Wonham equation satisfies Hörmander's condition, and the Wonham filter has a continuous transition density. From these results, we obtain that the Wonham filter is uniformly ergodic as a diffusion process. Springer Science+Business Media, LLC, 2010 Wonham filter nationallicence Ergodicity nationallicence Hypoellipticity nationallicence Hörmander's condition nationallicence Tamura Takashi Graduate School of Engineering Science, Osaka University/PRESTO, 560-8531, Toyonaka, Japan aut Watanabe Yûsuke Graduate School of Engineering Science, Osaka University/PRESTO, 560-8531, Toyonaka, Japan aut Applied Mathematics & Optimization Springer-Verlag 64/1(2011-08-01), 13-36 0095-4616 64:1<13 2011 64 245 https://doi.org/10.1007/s00245-010-9129-2 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s00245-010-9129-2 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Tamura Takashi Graduate School of Engineering Science, Osaka University/PRESTO, 560-8531, Toyonaka, Japan aut NATIONALLICENCE 700 1- Watanabe Yûsuke Graduate School of Engineering Science, Osaka University/PRESTO, 560-8531, Toyonaka, Japan aut NATIONALLICENCE 773 0- Applied Mathematics & Optimization Springer-Verlag 64/1(2011-08-01), 13-36 0095-4616 64:1<13 2011 64 245 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer