Pavel Chigansky and Ramon van Handel, “Model robustness of finite state nonlinear filtering over the infinite time horizon,” Ann. Appl. Probab. 17, 688-715, (2007). PDF math.PR/0604295 online
Pavel Chigansky and Ramon van Handel, “Model robustness of finite state nonlinear filtering over the infinite time horizon,” Ann. Appl. Probab. 17, 688-715, (2007). PDF math.PR/0604295 online