scientific article; zbMATH DE number 3896812

MaRDI QIDQ3676034zbMATH OpenFDO

Authors Etienne Pardoux

Publication date 1985

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)

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Cited in

(7)

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

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