Quenched Large Deviations for One Dimensional Nonlinear Filtering

Étienne Pardoux, Ofer Zeitouni. Quenched Large Deviations for One Dimensional Nonlinear Filtering. SIAM J. Control and Optimization, 43(4):1272-1297, 2004. [doi]

@article{PardouxZ04,
  title = {Quenched Large Deviations for One Dimensional Nonlinear Filtering},
  author = {Étienne Pardoux and Ofer Zeitouni},
  year = {2004},
  doi = {10.1137/S0363012903365032},
  url = {http://dx.doi.org/10.1137/S0363012903365032},
  researchr = {https://researchr.org/publication/PardouxZ04},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {43},
  number = {4},
  pages = {1272-1297},
}