Bhatt, Abhay G.; Kallianpur, G.; Karandikar, Rajeeva L. - In: Stochastic Processes and their Applications 81 (1999) 2, pp. 247-254
In the nonlinear filtering model with signal and observation noise independent, we show that the filter depends continuously on the law of the signal. We do not assume that the signal process is Markov and prove the result under minimal integrability conditions. The analysis is based on...
