Backward Nonlinear Smoothing Diffusions (Q5005710)
From MaRDI portal
scientific article; zbMATH DE number 7380550
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward Nonlinear Smoothing Diffusions |
scientific article; zbMATH DE number 7380550 |
Statements
Backward Nonlinear Smoothing Diffusions (English)
0 references
10 August 2021
0 references
nonlinear filtering and smoothing
0 references
Kalman-Bucy filter
0 references
Rauch-Tung-Striebel smoother
0 references
particle filtering and smoothing
0 references
diffusion equations
0 references
stochastic semigroups
0 references
backward stochastic integration
0 references
backward Itô-Ventzell formula
0 references
time-reversed stochastic differential equations
0 references
Zakai and Kushner-Stratonovich equations
0 references
0 references
0 references
0 references
0 references
