scientific article; zbMATH DE number 1532120

MaRDI QIDQ4514181zbMATH OpenFDO

Authors Shin Ichi Aihara, Arunabha Bagchi

Publication date 14 November 2002

zbMATH Keywords

Dirichlet mapheat diffusion equationmaximum likelihood state estimation algorithmMortensen equationstochastic parabolic partial differential equation

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)

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Cited in

(1)

• Joint maximum \textit{a posteriori} state path and parameter estimation in stochastic differential equations

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