scientific article

zbMath0536.93067MaRDI QIDQ3321967

Etienne Pardoux

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

nonlinear smoothingconditional lawreverse time

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Signal detection and filtering (aspects of stochastic processes) (60G35) Data smoothing in stochastic control theory (93E14) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

A special semimartingale derivation of smoothing and prediction equations ⋮ MLE for partially observed diffusions: Direct maximization vs. the EM algorithm ⋮ Erratum: Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm ⋮ Unnamed Item ⋮ Corrigendum: ``Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm

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