A maximum a posteriori estimator for trajectories of diffusion processes (Q5903363)
From MaRDI portal
scientific article; zbMATH DE number 3990518
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum a posteriori estimator for trajectories of diffusion processes |
scientific article; zbMATH DE number 3990518 |
Statements
A maximum a posteriori estimator for trajectories of diffusion processes (English)
0 references
1987
0 references
maximum a posteriori trajectory of the signal
0 references
Girsanov theorem
0 references
Kallianpur-Striebel formula
0 references
nonlinear filtering theory
0 references
0 references
