Fixed-Point Smoothing of Scalar Diffusions II: The Error of the Optimal Smoother
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Publication:2706087
DOI10.1137/S0036139997321220zbMath0979.60042MaRDI QIDQ2706087
Y. Steinberg, Zeev Schuss, Ben Zion Bobrovsky
Publication date: 19 March 2001
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic expansions of solutions to PDEs (35C20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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