Fixed-Point Smoothing of Scalar Diffusions I: An Asymptotically Optimal Smoother (Q4305386): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 20:51, 6 February 2024
scientific article; zbMATH DE number 638407
Language | Label | Description | Also known as |
---|---|---|---|
English | Fixed-Point Smoothing of Scalar Diffusions I: An Asymptotically Optimal Smoother |
scientific article; zbMATH DE number 638407 |
Statements
Fixed-Point Smoothing of Scalar Diffusions I: An Asymptotically Optimal Smoother (English)
0 references
13 October 1994
0 references
stochastic differential equation
0 references
fixed-point smoothing problem
0 references
Zakai- type equation
0 references
filtering problem
0 references
optimal filter
0 references