Institut de recherche mathématique de Rennes
IRMAR - UMR CNRS 6625
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We consider a basic Kalman-Bucy model with noises, generated by independent fractional Brownian motions, and develop a new method of asymptotic analysis of the integro-differential filtering equation arising in this case. We establish existence of the steady-state error limit and find its...
Salle 016, campus de Beaulieu, Rennes
We show that for a dense set of transitive Anosov flow, the flow is exponentially mixing with respect to its unique SRB measure. We will show that this set is prevalent in certain sense. We will also discuss some other problems related to exponential mixing. This is a joint work with Masato Tsujii.