Nonlinear Filtering and Smoothing with High Signal-to-Noise Ratio
- 1 January 1988
- book chapter
- Published by Springer Nature
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Asymptotic Bayesian Estimation of a First Order Equation with Small DiffusionThe Annals of Probability, 1984
- Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part ISIAM Journal on Applied Mathematics, 1984
- Malliavin's calculus and stochastic integral representations of functional of diffusion processes†Stochastics, 1984
- Équations du filtrage non linéaire de la prédiction et du lissageStochastics, 1982