Asymptotic Bayesian Estimation of a First Order Equation with Small Diffusion

• 1 August 1984
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Probability
• Vol. 12  (3) , 890-902
• https://doi.org/10.1214/aop/1176993238

Abstract

Keywords

• FIRST ORDER
• BROWNIAN MOTION
• CONDITIONAL PROBABILITY
• LARGE DEVIATIONS
• DIFFUSION
• BAYESIAN ESTIMATION