Interpolation for partly hidden diffusion processes
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Cites work
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 3491988 (Why is no real title available?)
- A relation between Brownian bridge and Brownian excursion
- Constructions of a Brownian path with a given minimum
- Estimation of the Gauss-Markov process from observation of its sign
- Excursions in Brownian motion
- Excursions of a Markov process
- Filterlng of hidden diffusion processes
- On the first hitting time and the last exit time for a Brownian motion to/from a moving boundary
- Optimal estimation of diffusion processes hidden by general obstacles
- Reverse-time diffusion processes (Corresp.)
- The method of layer potentials for the heat equation in time-varying domains
Cited in
(5)- On the blended solutions of polynomial-like iterative equation with multivalued functions
- Time-symmetric optimal stochastic control problems in space-time domains
- Topological conjugacy for multifunctions with finitely many set-valued points and an application to iterative roots
- Optimal estimation of diffusion processes hidden by general obstacles
- Convex solutions of the multi-valued iterative equation of order \(n\)
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