A maximum a posteriori estimator for trajectories of diffusion processes

DOI10.1080/17442508708833444zbMath0665.60048OpenAlexW2067581998MaRDI QIDQ5903883

Ofer Zeitouni, Amir Dembo

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833444

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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