Fixed-Point Smoothing of Scalar Diffusions I: An Asymptotically Optimal Smoother (Q4305386)
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scientific article; zbMATH DE number 638407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fixed-Point Smoothing of Scalar Diffusions I: An Asymptotically Optimal Smoother |
scientific article; zbMATH DE number 638407 |
Statements
Fixed-Point Smoothing of Scalar Diffusions I: An Asymptotically Optimal Smoother (English)
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13 October 1994
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stochastic differential equation
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fixed-point smoothing problem
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Zakai- type equation
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filtering problem
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optimal filter
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