Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations
type: Item
instance of: scholarly article
title: Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations
zbMATH Open document ID: 1436.62077
author: Quentin Clairon
author: Adeline Samson
published in: Statistical Inference for Stochastic Processes
publication date: 2020-04-07T00:00:00Z
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 49K20
zbMATH DE Number: 7186887
zbMATH Keywords: stochastic differential equation (SDE)
zbMATH Keywords: hypoellipticity
zbMATH Keywords: estimation
zbMATH Keywords: optimal control theory
zbMATH Keywords: linear-quadratic theory
zbMATH Keywords: Pontryagin maximum principle
describes a project that uses: BayesEstDiffusion.jl
describes a project that uses: pomp
MaRDI profile type: Publication
full work available at URL: s11203-019-09199-9
OpenAlex ID: W2916029836
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Wikidata QID: Q127676807
DOI: 10.1007/S11203-019-09199-9
description: scientific article; zbMATH DE number 7186887