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zbMath0562.93079MaRDI QIDQ3676034

Etienne Pardoux

Publication date: 1985

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

zbMATH Keywords

forward and backward realizations nonlinear smoothing problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Data smoothing in stochastic control theory (93E14) Diffusion processes (60J60)

Related Items (4)

Time reversal of diffusion processes with a boundary condition ⋮ On the joint nonlinear filtering-smoothing of diffusion processes ⋮ Fixed lag smoothing of scalar diffusions. Part I. The filtering-smoothing equation ⋮ The entropy production of stationary diffusions

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