Laplace approximation of transition densities posed as Brownian expectations (Q1001846)
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scientific article; zbMATH DE number 5509506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Laplace approximation of transition densities posed as Brownian expectations |
scientific article; zbMATH DE number 5509506 |
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Laplace approximation of transition densities posed as Brownian expectations (English)
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19 February 2009
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stochastic differential equation
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maximum a posteriori estimation
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maximum likelihood estimation
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discrete partial observation
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renormalized Brownian density
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white noise
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path integral
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Laplace approximation
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