Optimal estimation of diffusion processes hidden by general obstacles (Q4537311)
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scientific article; zbMATH DE number 1760829
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal estimation of diffusion processes hidden by general obstacles |
scientific article; zbMATH DE number 1760829 |
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Optimal estimation of diffusion processes hidden by general obstacles (English)
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26 June 2002
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optimal estimation
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reverse-time process
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last-exit time
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set-valued function
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