A maximum a posteriori estimator for trajectories of diffusion processes (Q5903363): Difference between revisions

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+https://doi.org/10.1080/17442508708833444
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+W2067581998
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+Q4139359
@@ Property / cites work: Q4139359 / rank @@
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+On the optimal filtering of diffusion processes
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+Maximum-likelihood recursive nonlinear filtering
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+Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients
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+Q4086303
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+An introduction to nonlinear boundary value problems
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+Mean stochastic comparison of diffusions
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+An existence theorem and some properties of maximum a posteriori estimators of trajectories of diffusions
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