scientific article; zbMATH DE number 3896812

zbMATH Open0562.93079MaRDI QIDQ3676034FDOQ3676034

Authors: Etienne Pardoux 

Publication date: 1985

Title of this publication is not available (Why is that?)

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zbMATH Keywords

forward and backward realizationsnonlinear smoothing problem

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Data smoothing in stochastic control theory (93E14)

Cited In (7)

• Time reversal of diffusion processes with a boundary condition
• Backward Nonlinear Smoothing Diffusions
• Time-reversion of a hybrid state stochastic difference system with a jump-linear smoothing application
• Reverse time differentiation and smoothing formulae for a finite state Markov process
• Fixed lag smoothing of scalar diffusions. Part I. The filtering-smoothing equation
• The entropy production of stationary diffusions
• On the joint nonlinear filtering-smoothing of diffusion processes

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