Fixed lag smoothing of scalar diffusions. Part I. The filtering-smoothing equation
DOI10.1016/S0304-4149(96)00086-5zbMATH Open0879.93054OpenAlexW2093539345MaRDI QIDQ1374637FDOQ1374637
Authors: Y. Steinberg, R. Liptser, B. Z. Bobrovsky, Zeev Schuss 
Publication date: 10 December 1997
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(96)00086-5
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Cited In (4)
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