Non-linear smoothing of infinite-dimensional diffusion processes (Q3747427)
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scientific article; zbMATH DE number 3984232
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Non-linear smoothing of infinite-dimensional diffusion processes |
scientific article; zbMATH DE number 3984232 |
Statements
Non-linear smoothing of infinite-dimensional diffusion processes (English)
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1986
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infinite dimensional diffusion process
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smooth gradient system
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conditional law
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Girsanov transformation
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Bismut's version of Malliavin's calculus
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Vasserstein metric
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0.782693088054657
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0.7720351219177246
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