Fixed-Point Smoothing of Scalar Diffusions I: An Asymptotically Optimal Smoother (Q4305386): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1137/s0036139990188904 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2071655470 / rank | |||
Normal rank |
Latest revision as of 09:42, 30 July 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