A maximum a posteriori estimator for trajectories of diffusion processes (Q5903883): Difference between revisions

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