Kusuoka–Stroock gradient bounds for the solution of the filtering equation
We obtain sharp gradient bounds for perturbed diffusion semigroups. In contrast with existing results, the perturbation is here random and the bounds obtained are pathwise. Our approach builds on the classical work of Kusuoka and Stroock [13], [14], [16], [17], and extends their program developed fo...
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| Médium: | Journal article |
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Elsevier
2015
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