Laplace approximation of transition densities posed as Brownian expectations
type: Item
instance of: scholarly article
title: Laplace approximation of transition densities posed as Brownian expectations
zbMATH Open document ID: 1156.60054
author: Bo Markussen
published in: Stochastic Processes and their Applications
publication date: 2009-02-19T00:00:00Z
full work available at URL: PathWNoise CURIS.pdf
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H40
Mathematics Subject Classification ID: 47N30
zbMATH DE Number: 5509506
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: maximum a posteriori estimation
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: discrete partial observation
zbMATH Keywords: renormalized Brownian density
zbMATH Keywords: white noise
zbMATH Keywords: path integral
zbMATH Keywords: Laplace approximation
MaRDI profile type: Publication
OpenAlex ID: W2105847148
Wikidata QID: Q60258699
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DOI: 10.1016/J.SPA.2008.01.011
description: scientific article; zbMATH DE number 5509506