The existence of smooth densities for the prediction filtering and smoothing problems
type: Item
instance of: scholarly article
title: The existence of smooth densities for the prediction filtering and smoothing problems
zbMATH Open document ID: 0681.93065
DOI: 10.1007/BF01307217
author: Robert J. Elliott
author: Michael Kohlmann
published in: Acta Applicandae Mathematicae
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 4116444
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: filtering
zbMATH Keywords: smoothing
zbMATH Keywords: prediction
zbMATH Keywords: density solutions
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01307217
OpenAlex ID: W1981193529
description: scientific article; zbMATH DE number 4116444