An existence theorem and some properties of maximum a posteriori estimators of trajectories of diffusions
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Publication:3805692
DOI10.1080/17442508808833490zbMath0657.62099OpenAlexW2033646188MaRDI QIDQ3805692
Publication date: 1988
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508808833490
nonlinear filteringnondegenerate diffusionsmaximum a-posteriori estimatorexistence theorem for the MAP trajectories estimatornoisy non-linear sensorpointwise MAP estimatortrajectories of diffusions
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