Masahiro Kurisaki

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Pathwise representation of the smoothing distribution in continuous-time linear Gaussian models Stochastic Processes and their Applications	2026-06-24	Paper
Pathwise Representation of the Smoothing Distribution in Continuous-Time Linear Gaussian Models (available as arXiv preprint)	2026-01-01	Paper
Asymptotic Expansion of the Kallianpur-Striebel Formula under Perturbations of Linear Models (available as arXiv preprint)	2026-01-01	Paper
Finite-Dimensional Recursions for Small-Noise Expansions in Nonlinear Filtering (available as arXiv preprint)	2026-01-01	Paper
A Second-Order Asymptotic Expansion for Nonlinear Filtering in the Lorenz--63 System (available as arXiv preprint)	2026-01-01	Paper
Finite Cumulant Towers for Small-System-Noise Expansions in Nonlinear Filtering (available as arXiv preprint)	2026-01-01	Paper
A New Proof for the Linear Filtering and Smoothing Equations, and Asymptotic Expansion of Nonlinear Filtering (available as arXiv preprint)	2025-01-01	Paper
Asymptotic Expansion for Nonlinear Filtering in the Small System Noise Regime (available as arXiv preprint)	2025-01-01	Paper
Parameter estimation for ergodic linear SDEs from partial and discrete observations Statistical Inference for Stochastic Processes	2023-07-06	Paper

Research outcomes over time

This page was built for person: Masahiro Kurisaki