A maximum a posteriori estimator for trajectories of diffusion processes (Q5903363)
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scientific article; zbMATH DE number 3990518
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum a posteriori estimator for trajectories of diffusion processes |
scientific article; zbMATH DE number 3990518 |
Statements
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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