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

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Latest revision as of 17:40, 17 June 2024

scientific article; zbMATH DE number 3990518
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English
A maximum a posteriori estimator for trajectories of diffusion processes
scientific article; zbMATH DE number 3990518

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    A maximum a posteriori estimator for trajectories of diffusion processes (English)
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    1987
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    maximum a posteriori trajectory of the signal
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    Girsanov theorem
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    Kallianpur-Striebel formula
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    nonlinear filtering theory
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