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Pathwise smoothing of Markov processes with noisy observations - MaRDI portal

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Pathwise smoothing of Markov processes with noisy observations (Q1172866)

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scientific article; zbMATH DE number 3791355
Language Label Description Also known as
English
Pathwise smoothing of Markov processes with noisy observations
scientific article; zbMATH DE number 3791355

    Statements

    title
    Pathwise smoothing of Markov processes with noisy observations (English)
    0 references
    author
    Vivek Borkar
    0 references
    publication date
    1982
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    zbMATH Keywords
    Feynman-Kac formula
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    function space integrals
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    partially observed diffusion processes
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    Identifiers

    Mathematics Subject Classification ID
    60G35
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    93E14
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    60H15
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    zbMATH DE Number
    3791355
    0 references
     
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